Matrix differential calculus and static optimization Part III- differentials: Practice

Jan Magnus () and H Neudecker

No 293096, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: Some invariance properties of net stop loss ordering of risks are examined and proved in the framework of weighted compound distributions.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 100
Date: 1985-08
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/293096/files/amsterdam063.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293096

DOI: 10.22004/ag.econ.293096

Access Statistics for this paper

More papers in University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().