Some Remarks on the Supermodular Order
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Alfred Mรผller; Marco Scarsini
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Article
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2000
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Elsevier Science
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English
โ 170 KB
In this paper we solve two open problems posed by Joe (1997) concerning the supermodular order. First we give an example which shows that the supermodular order is strictly stronger than the concordance order for dimension d=3. Second we show that the supermodular order fulfils all desirable propert