Bivariate risk measures and stochastic orders

DOI10.1007/978-3-030-57524-3_2zbMATH Open1482.91224OpenAlexW3081293250MaRDI QIDQ1997241FDOQ1997241

Yuji Yoshida

Publication date: 1 March 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-57524-3_2

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Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Inequalities; stochastic orderings (60E15)

Cited In (4)

• Ordering scalar products with applications in financial engineering and actuarial science
• Superquantile/CVaR risk measures: second-order theory
• The family of alpha,[a,b] stochastic orders: risk vs. expected value
• Stochastic dominance with pair-wise risk aversion

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