Stochastic orders and co-risk measures under positive dependence

DOI10.1016/j.insmatheco.2017.11.007zbMath1398.91354OpenAlexW2775503726MaRDI QIDQ1697224

Alfonso J. Bello, Alfonso Suárez-Llorens, Miguel A. Sordo

Publication date: 15 February 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.11.007

zbMATH Keywords

increasing convex orderstochastic orderingsdispersive orderexcess wealth orderCoVaRrisk contributionco-risk measuresCoES

Mathematics Subject Classification ID

Related Items (12)

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