Artikel
Properties of stochastic arrangement increasing and their applications in allocation problems
There are extensive studies on the allocation problems in the field of insurance and finance. We observe that these studies, although involving different methodologies, share some inherent commonalities. In this paper, we develop a new framework for these studies with the tool of arrangement increasing functions. This framework unifies many existing studies and provides shortcuts to developing new results.
- Language
-
Englisch
- Bibliographic citation
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 6 ; Year: 2018 ; Issue: 2 ; Pages: 1-12 ; Basel: MDPI
- Classification
-
Wirtschaft
- Subject
-
arrangement increasing function
majorization
stochastic arrangement increasing
stochastic orders
optimal allocations
- Event
-
Geistige Schöpfung
- (who)
-
Wei, Wei
- Event
-
Veröffentlichung
- (who)
-
MDPI
- (where)
-
Basel
- (when)
-
2018
- DOI
-
doi:10.3390/risks6020049
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Wei, Wei
- MDPI
Time of origin
- 2018
Other Objects (12)
Increasing workload in a stochastic environment
Optimal asset allocation and stochastic correlations
Fair allocation of disputed properties
Combinatorial properties of hyperplane arrangements and reflection arrangements
Online resource allocation on stochastic input models
Stochastic impulse control and asset allocation with liquidity breakdowns
On Measurability Properties of Stochastic Processes
Transport properties of stochastic Lorentz models
Some asymptotic properties of stochastic flows
Connectivity and percolation properties of stochastic networks
Generalization properties of multiple passes stochastic gradient method
Stochastic Properties of Student-Lévy Processes with Applications
Increasing workload in a stochastic environment
Optimal asset allocation and stochastic correlations
Fair allocation of disputed properties
Combinatorial properties of hyperplane arrangements and reflection arrangements
Online resource allocation on stochastic input models
Stochastic impulse control and asset allocation with liquidity breakdowns
On Measurability Properties of Stochastic Processes
Transport properties of stochastic Lorentz models
Some asymptotic properties of stochastic flows
Connectivity and percolation properties of stochastic networks
Generalization properties of multiple passes stochastic gradient method
Stochastic Properties of Student-Lévy Processes with Applications
Increasing workload in a stochastic environment
Optimal asset allocation and stochastic correlations
Fair allocation of disputed properties
Combinatorial properties of hyperplane arrangements and reflection arrangements
Online resource allocation on stochastic input models
Stochastic impulse control and asset allocation with liquidity breakdowns
On Measurability Properties of Stochastic Processes
Transport properties of stochastic Lorentz models
Some asymptotic properties of stochastic flows
Connectivity and percolation properties of stochastic networks
Generalization properties of multiple passes stochastic gradient method