Applications of conditional comonotonicity to some optimization problems
Year of publication: |
2009
|
---|---|
Authors: | Cheung, Ka Chun |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 89-93
|
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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