Comparison of increasing directionally convex transformations of random vectors with a common copula
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Publication:414603
DOI10.1016/j.insmatheco.2012.02.001zbMath1239.60008OpenAlexW2015915370MaRDI QIDQ414603
Alfonso Suárez-Llorens, Miguel A. Sordo, Felix Belzunce
Publication date: 11 May 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.001
copulaconvex orderdispersive orderpremium principlescomparison of variancesincreasing directionally convex functionsmultivariate distortions
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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