𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the use of the multivariate stochastic order in risk theory

✍ Scribed by Jean-François Walhin

Publisher
Springer-Verlag
Year
2002
Tongue
German
Weight
596 KB
Volume
25
Category
Article
ISSN
1864-0281

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the theory of high convexity stochast
On the theory of high convexity stochastic orders
✍ Michel Denuit; Claude Lefèvre; Moshe Shaked 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 89 KB

The purpose of this note is two-fold. First we derive a simple condition under which two s-convex ordered random variables must be stochastically equal, and we indicate the potential usefulness of this result in statistics. Then we highlight the relationship between the canonical moments and the ext

On the use of symmetry in first-order pe
On the use of symmetry in first-order perturbed Hartree–Fock theory
✍ Paolo Lazzeretti 📂 Article 📅 1978 🏛 John Wiley and Sons 🌐 English ⚖ 613 KB

## Abstract A method for the determination of the symmetry of first‐order vectors in Hartree–Fock perturbation theory is developed. This leads to the definition of symmetry‐adapted basis vectors to be employed at first order in the perturbation. It is shown that computer time can be saved, to some

On the use of symmetry in first-order pe
On the use of symmetry in first-order perturbed HF theory. II
✍ Paolo Lazzeretti; Riccardo Zanasi 📂 Article 📅 1979 🏛 John Wiley and Sons 🌐 English ⚖ 453 KB

## Abstract A method is described whereby molecular symmetry is employed to reduce the number of two‐electron integrals in perturbed Hartree–Fock calculations of second‐order properties. The method is a generalization of the Dacre–Elder procedure. First‐ and second‐rank perturbing tensor operators