Comparison of conditional distributions in portfolios of dependent risks
Miguel A. Sordo; Alfonso Suárez-Llorens; Alfonso J. Bello
| 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 | Theorie | Theory | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Zufallsvariable | Random variable | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515927