scientific article; zbMATH DE number 1163776

Philippe Capéraà, Christian Genest, Anne-Laure Fougères

Publication date: 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Inequalities; stochastic orderings (60E15)

Related Items

Lorenz-generated bivariate Archimedean copulas ⋮ Kendall distribution functions and associative copulas ⋮ ``Weak stochastic orderings and dependence measures ⋮ A multivariate extension of the increasing convex order to compare risks ⋮ Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property ⋮ On multivariate extensions of value-at-risk ⋮ Kendall distribution functions. ⋮ Bivariate distributions with given extreme value attractor ⋮ Estimators based on trimmed Kendall's tau in multivariate copula models ⋮ On the multivariate probability integral transformation ⋮ Distribution functions of copulas: A class of bivariate probability integral transforms ⋮ An application of Kendall distributions and alternative dependence measures: SPX vs. VIX ⋮ ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS ⋮ Unnamed Item ⋮ Quantile curves and dependence structure for bivariate distributions ⋮ Some positive dependence stochastic orders