Stochastic comparisons of distorted variability measures

DOI10.1016/j.insmatheco.2011.01.014zbMath1218.91095MaRDI QIDQ2276253

Miguel A. Sordo, Alfonso Suárez-Llorens

Publication date: 1 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10498/14978

zbMATH Keywords

distortions; dispersive order; excess wealth order; tail variance; distorted distributions

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

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