Benutzer: Gast  Login
Titel:

An analytical characterization of the exchangeable wide-sense geometric law

Dokumenttyp:
Buchbeitrag
Autor(en):
Mai, J.-F.; Scherer, M.; Shenkman, N.
Kooperation:
-
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.
Seitenangaben Beitrag:
-
Buchtitel:
Advances in Intelligent Systems and Computing
Band / Teilband / Volume:
190
Intellectual Contribution:
Contribution to Practice
Verlag / Institution:
Springer Verlag
Jahr:
2012
Seiten/Umfang:
331-340
Reviewed:
ja
Sprache:
en
TUM Einrichtung:
Lehrstuhl für Finanzmathematik
Format:
Text
Key publication:
Nein
Peer reviewed:
ja
International:
Ja
Book review:
Nein
commissioned:
not commissioned
Kategorie:
textbook
 BibTeX