Ordering Gini indexes of multivariate elliptical risks (Q320267)
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scientific article; zbMATH DE number 6633918
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| English | Ordering Gini indexes of multivariate elliptical risks |
scientific article; zbMATH DE number 6633918 |
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Ordering Gini indexes of multivariate elliptical risks (English)
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6 October 2016
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elliptical distribution
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dependence structure
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comonotonicity
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usual stochastic order
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increasing convex order
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supermodular order
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pd-1 order
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0.921235740184784
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0.8329377770423889
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0.7666277885437012
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0.7580259442329407
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0.751002848148346
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