Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances

DOI10.1080/10920277.2007.10597446zbMath1480.91323OpenAlexW2086183060MaRDI QIDQ5019725

Fabio Bellini, Camilla Caperdoni

Publication date: 10 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597446

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical methods; risk measures (91G70)

Related Items (2)

A quantitative comparison of risk measures ⋮ Minimal representation of insurance prices

Cites Work

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• Stochastic Dominance
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• Robust Statistics
• Notions of convexity

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