Stochastic comparisons of distorted variability measures (Q2276253): Difference between revisions

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-.1016/j.insmatheco.2011.01.014
@@ Property / DOI: 10.1016/j.insmatheco.2011.01.014 / rank @@
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-Alfonso Suárez-Llorens
@@ Property / author: Alfonso Suárez-Llorens / rank @@
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@@ Property / author @@
+Alfonso Suárez-Llorens
@@ Property / author: Alfonso Suárez-Llorens / rank @@
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+MaRDI publication profile
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+W2066097327
@@ Property / OpenAlex ID: W2066097327 / rank @@
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@@ Property / cites work @@
+MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO  THE MULTIVARIATE <i>t</i>-DISTRIBUTION
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+Q3051226
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+Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
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+Risk aversion in the theory of expected utility with rank dependent probabilities
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@@ Property / cites work @@
+Some Extensions of a Theorem of Hardy, Littlewood and Pólya and Their Applications
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+Q4359973
@@ Property / cites work: Q4359973 / rank @@
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@@ Property / cites work @@
+Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
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+Partial Orderings of Distributions Based on Right-Spread Functions
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+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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+Weighted premium calculation principles
@@ Property / cites work: Weighted premium calculation principles / rank @@
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+Decision principles derived from risk measures
@@ Property / cites work: Decision principles derived from risk measures / rank @@
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+Actuarial risk measures for financial derivative pricing
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@@ Property / cites work @@
+Concepts of dispersion in distributions: a comparative note
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@@ Property / cites work @@
+Preservation of the location independent risk order under convolution
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@@ Property / cites work @@
+Risk measures, distortion parameters, and their empirical estimation
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+Q4552656
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+Normal rank
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+A note on the connection between the Esscher-Girsanov transform and the Wang transform
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+On the tail mean-variance optimal portfolio selection
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+Dispersive distributions, and the connection between dispersivity and strong unimodality
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+Q2778807
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@@ Property / cites work @@
+New properties and characterizations of the dispersive ordering
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+On the quantiles of the gamma and <i>F</i> distributions
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+Subjective Probability and Expected Utility without Additivity
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+Dispersive ordering of distributions
@@ Property / cites work: Dispersive ordering of distributions / rank @@
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@@ Property / cites work @@
+Two Variability Orders
@@ Property / cites work: Two Variability Orders / rank @@
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@@ Property / cites work @@
+Q4301147
@@ Property / cites work: Q4301147 / rank @@
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@@ Property / cites work @@
+A class of location-independent variability orders, with applications
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+Characterizations of classes of risk measures by dispersive orders
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@@ Property / cites work @@
+Comparing tail variabilities of risks by means of the excess wealth order
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@@ Property / cites work @@
+On the relationship of location-independent riskier order to the usual stochastic order
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+Ordering risks: expected utility theory versus Yaari's dual theory of risk
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@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2011.01.014
@@ Property / DOI: 10.1016/J.INSMATHECO.2011.01.014 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2276253