Some new notions of dependence with applications in optimal allocation problems
Year of publication: |
2014
|
---|---|
Authors: | Cai, Jun ; Wei, Wei |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 55.2014, C, p. 200-209
|
Publisher: |
Elsevier |
Subject: | Dependence notion | Arrangement increasing | Stochastic order | SAI | RWSAI | CUOAI | UOAI | Comonotonicity | Copula | Optimal allocation | Deductible | Policy limit | Capital reserve |
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