Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics
| 27 maj 2024
O artykule
Data publikacji: 27 maj 2024
Zakres stron: 127 - 140
Otrzymano: 09 gru 2022
Przyjęty: 08 mar 2023
DOI: https://doi.org/10.2478/auom-2024-0007
Słowa kluczowe
© 2024 Luigi-Ionut Catana, published by Sciendo
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 language. This algorithm is essential in problems of finding the optimal portfolio when dealing with discrete distributions.