【摘要】 本文讨论几类不同结构随机风险向量的安全性问题,在边缘分布相同的假定下,证明了NA结构的风险是凸序意义下最小的,并以证券市场的具体数据为例,说明了NA化投资在减小风险中的作用,从一个角度说明了研究NA随机变量的意义.更多还原

【Abstract】 In this paper, the safety of several risk variables with different structures in the significance of convex order is investigated. We prove that NA (Negative Associated) structure is the safest one in this case. The example with concrete data in stock market given in this paper shows that NA structure plays important role in risk management and so the research on it is of practical value.更多还原