<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>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.</p>
</abstract>

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.

Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

In this article we present a stochastic ordering verification algorithm between multivariate discrete distributions implemented in the C++ programming...

Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics

Online veröffentlicht: 27. Mai 2024

Seitenbereich: 127 - 140

Eingereicht: 09. Dez. 2022

Akzeptiert: 08. März 2023

DOI: https://doi.org/10.2478/auom-2024-0007

Schlüsselwörter
Multivariate discrete distribution, Stochastic order, Algorithm

© 2024 Luigi-Ionut Catana, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics

Online veröffentlicht: 27. Mai 2024

Seitenbereich: 127 - 140

Eingereicht: 09. Dez. 2022

Akzeptiert: 08. März 2023

DOI: https://doi.org/10.2478/auom-2024-0007

SchlüsselwörterMultivariate discrete distribution, Stochastic order, Algorithm

© 2024 Luigi-Ionut Catana, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Schlüsselwörter
Multivariate discrete distribution, Stochastic order, Algorithm