Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics
| Autor: | Catana Luigi-Ionut |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2024 |
| Předmět: | |
| Zdroj: | Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, Vol 32, Iss 1, Pp 127-140 (2024) |
| Druh dokumentu: | article |
| ISSN: | 1844-0835 2024-0007 |
| DOI: | 10.2478/auom-2024-0007 |
| Popis: | In this article we present a stochastic ordering verification algorithm between multivariate discrete distributions implemented in the C++ programming language. This algorithm is essential in problems of finding the optimal portfolio when dealing with discrete distributions. |
| Databáze: | Directory of Open Access Journals |
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