Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603): Difference between revisions

@@ Property / author @@
-Felix Belzunce
@@ Property / author: Felix Belzunce / rank @@
-Normal rank
@@ Property / author @@
-Miguel A. Sordo
@@ Property / author: Miguel A. Sordo / rank @@
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@@ Property / author @@
+Miguel A. Sordo
@@ Property / author: Miguel A. Sordo / rank @@
+Normal rank
@@ Property / author @@
+Felix Belzunce
@@ Property / author: Felix Belzunce / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E05
@@ Property / Mathematics Subject Classification ID: 60E05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 62H05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6033258
@@ Property / zbMATH DE Number: 6033258 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+increasing directionally convex functions
@@ Property / zbMATH Keywords: increasing directionally convex functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convex order
@@ Property / zbMATH Keywords: convex order / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dispersive order
@@ Property / zbMATH Keywords: dispersive order / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+copula
@@ Property / zbMATH Keywords: copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+comparison of variances
@@ Property / zbMATH Keywords: comparison of variances / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+premium principles
@@ Property / zbMATH Keywords: premium principles / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate distortions
@@ Property / zbMATH Keywords: multivariate distortions / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.02.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2015915370
@@ Property / OpenAlex ID: W2015915370 / rank @@
+Normal rank
@@ Property / cites work @@
+MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO  THE MULTIVARIATE <i>t</i>-DISTRIBUTION
+Normal rank
@@ Property / cites work @@
+Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
+Normal rank
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+Q4158362
@@ Property / cites work: Q4158362 / rank @@
+Normal rank
@@ Property / cites work @@
+On multivariate dispersion orderings based on the standard construction
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+Q3051226
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+The optimal reinsurance strategy -- the individual claim case
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+Q2732679
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+Association of Random Variables, with Applications
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+A multivariate dispersion ordering based on quantiles more widely separated
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+Actuarial risk measures for financial derivative pricing
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+Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
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+DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE  ORDERING
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+A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
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+Pricing of CDOs based on the multivariate Wang transform
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+An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk
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+Ultramodular Functions
@@ Property / cites work: Ultramodular Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Comparison of Random Vectors with a Common Copula
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparisons of series and parallel systems with components sharing the same copula
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Positively correlated normal variables are associated
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@@ Property / cites work @@
+Multivariate comonotonicity
@@ Property / cites work: Multivariate comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate stochastic dominance with fixed dependence structure
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+Multivariate Convex Orderings, Dependence, and Stochastic Equality
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+Two Variability Orders
@@ Property / cites work: Two Variability Orders / rank @@
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+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
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+Characterizations of classes of risk measures by dispersive orders
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+On the relationship of location-independent riskier order to the usual stochastic order
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+Comparing tail variabilities of risks by means of the excess wealth order
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@@ Property / cites work @@
+Stochastic comparisons of distorted variability measures
+Normal rank
@@ Property / cites work @@
+On the distortion of a copula and its margins
@@ Property / cites work: On the distortion of a copula and its margins / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:414603