Increasing interdependence of multivariate distributions
Year of publication: |
2012
|
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Authors: | Meyer, Margaret ; Strulovici, Bruno |
Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 147.2012, 4, p. 1460-1489
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Publisher: |
Elsevier |
Subject: | Dependence ordering | Stochastic orders | Supermodularity | Weak association | Concordance |
Type of publication: | Article |
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Classification: | D63 - Equity, Justice, Inequality, and Other Normative Criteria and Measurement ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G22 - Insurance; Insurance Companies |
Source: |
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