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Matrix differential calculus and static optimization Part III- differentials: Practice

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  • Magnus, J
  • Neudecker, H

Abstract

Some invariance properties of net stop loss ordering of risks are examined and proved in the framework of weighted compound distributions.

Suggested Citation

  • Magnus, J & Neudecker, H, 1985. "Matrix differential calculus and static optimization Part III- differentials: Practice," University of Amsterdam, Actuarial Science and Econometrics Archive 293096, University of Amsterdam, Faculty of Economics and Business.
    • Handle: RePEc:ags:amstas:293096
    DOI: 10.22004/ag.econ.293096
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    Keywords

    Research Methods/ Statistical Methods;

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