Stochastic ordering of Gini indexes for multivariate elliptical risks
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Publication:2273985
DOI10.1016/j.insmatheco.2019.07.002zbMath1425.91227OpenAlexW2961406890MaRDI QIDQ2273985
Publication date: 19 September 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.07.002
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- Ordering Gini indexes of multivariate elliptical risks
- Decision principles derived from risk measures
- Stochastic orders
- Ordering risks: expected utility theory versus Yaari's dual theory of risk
- Summarizing Insurance Scores Using a Gini Index
- NestedL-statistics and their use in comparing the riskiness of portfolios
- A semi-parametric approach to risk management
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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