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- W2062832600 abstract "The supermodular order on multivariate distributions has many applications in financial and actuarial mathematics. In the particular case of finite, discrete distributions, we generalize the order to distributions on finite lattices. In this setting, we focus on the generating cone of supermodular functions because the extreme rays of that cone (modulo the modular functions) can be used as test functions to determine whether two random variables are ordered under the supermodular order. We completely determine the extreme supermodular functions in some special cases." @default.
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- W2062832600 date "2005-11-01" @default.
- W2062832600 modified "2023-09-27" @default.
- W2062832600 title "Supermodular Functions on Finite Lattices" @default.
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- W2062832600 doi "https://doi.org/10.1007/s11083-005-9026-5" @default.
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