Ordering Gini indexes of multivariate elliptical risks

DOI10.1016/J.INSMATHECO.2016.03.005MaRDI QIDQ320267zbMATH OpenOpenAlexFDO

Authors Ranadeera Gamage Madhuka Samanthi, Wei Wei, Vytaras Brazauskas

Publication date 6 October 2016

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.03.005

zbMATH Keywords

elliptical distributionusual stochastic ordercomonotonicityincreasing convex orderdependence structurepd-1 ordersupermodular order

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical methods; economic indices and measures (91B82) Inequalities; stochastic orderings (60E15)

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Cited in

(7)

• Stochastic ordering of Gini indexes for multivariate elliptical risks
• Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
• Summarizing insurance scores using a Gini index
• Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
• Ordering results for elliptical distributions with applications to risk bounds
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
• Analytic expressions for multivariate Lorenz surfaces

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• QRM

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