Expectiles, omega ratios and stochastic ordering
DOI10.1007/s11009-016-9527-2zbMath1402.60023OpenAlexW3121449690WikidataQ60430058 ScholiaQ60430058MaRDI QIDQ1617323
Alfred Müller, Fabio Bellini, Bernhard Klar
Publication date: 8 November 2018
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-016-9527-2
Lomax distributionskew-normal distributionstop-loss transformomega ratiothird-order stochastic dominanceexpectile order
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Statistical methods; economic indices and measures (91B82)
Related Items (13)
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