مرکز منطقه ای اطلاع رساني علوم و فناوري - Stochastic ordering of bivariate elliptical distributions

Title of article :

Stochastic ordering of bivariate elliptical distributions

Author/Authors :

Zinoviy Landsman، نويسنده , , Andreas Tsanakas، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

488

To page :

494

Keywords :

Elliptical distributions , Convex order , Risk management , Dependence , Concordance order

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140666

Link To Document :