A new variability order based on tail-heaviness (Q3462137)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new variability order based on tail-heaviness |
scientific article |
Statements
A new variability order based on tail-heaviness (English)
0 references
4 January 2016
0 references
dispersive order
0 references
variability orders
0 references
tail-heaviness
0 references
tail risk
0 references
risk measure
0 references
risk capital
0 references
aversion functions
0 references
weighted premiums
0 references
0 references
