Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order

DOI10.1016/j.insmatheco.2013.06.004zbMath1304.60025OpenAlexW2071792647MaRDI QIDQ2513590

Ambrose Lo, Ka Chun Cheung

Publication date: 28 January 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.06.004

zbMATH Keywords

risk measuresconvex orderupper comonotonicitycounter-monotonicitytail convex order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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