Stochastic orders and co-risk measures under positive dependence
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Publication:1697224
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
increasing convex orderstochastic orderingsdispersive orderexcess wealth orderCoVaRrisk contributionco-risk measuresCoES
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