Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals

Insurance: Mathematics and Economics

Volumn 29, Issue 3, 2001, Pages 319-331

  Frostig, Esther ^a  

^a UNIVERSITY OF HAIFA   (Israel)

Author keywords

Convex ordering; Dependent risks; Supermodular ordering

Indexed keywords

EID: 0041364664     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00092-0     Document Type: Article

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