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Document type:
Buchbeitrag 
Author(s):
Mai, J.-F.; Scherer, M.; Shenkman, N. 
Cooperation:
Title:
An analytical characterization of the exchangeable wide-sense geometric law 
Pages contribution:
Abstract:
The exchangeable d-variate wide-sense geometric law is uniquely characterized by (d+1)-monotone sequences of parameters in [Mai, Scherer and Shenkman (2012)]. The proof of sufficiency in [Mai, Scherer and Shenkman (2012)] requires a probabilistic model. We provide an alternative, purely analytical proof of sufficiency of the (d+1)-monotonicity of a sequence to define admissible parameters of a d-variate wide-sense geometric law. 
Book title:
Advances in Intelligent Systems and Computing 
Volume:
190 
Intellectual Contribution:
Contribution to Practice 
Publisher:
Springer Verlag 
Year:
2012 
Pages:
331-340 
Reviewed:
ja 
Language:
en 
TUM Institution:
Lehrstuhl für Finanzmathematik 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
ja 
International:
Ja 
Book review:
Nein 
Commissioned:
not commissioned 
Category:
textbook