Stochastic ordering of Gini indexes for multivariate elliptical risks (Q2273985)

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Stochastic ordering of Gini indexes for multivariate elliptical risks
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    Stochastic ordering of Gini indexes for multivariate elliptical risks (English)
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    19 September 2019
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    Gini index
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    usual stochastic order
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    elliptical distribution
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    positive semi-definite
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    large deviation
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