Comparison of conditional distributions in portfolios of dependent risks
Year of publication: |
2015
|
---|---|
Authors: | Sordo, Miguel A. ; Suárez-Llorens, Alfonso ; Bello, Alfonso J. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 62-69
|
Subject: | Dependence | Conditional distribution | Comonotonic vectors | Stochastic orders | Conditionally increasing | Distortion function | Distorted random variables | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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