Comparing tail variabilities of risks by means of the excess wealth order (Q659172)
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scientific article; zbMATH DE number 6004663
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| English | Comparing tail variabilities of risks by means of the excess wealth order |
scientific article; zbMATH DE number 6004663 |
Statements
Comparing tail variabilities of risks by means of the excess wealth order (English)
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10 February 2012
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excess wealth order
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dispersive order
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conditional tail variance
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classes of risk measures
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0.8305913209915161
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0.8088633418083191
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0.807535707950592
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0.7961965203285217
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0.7937403321266174
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