General convex order on risk aggregation
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Publication:4575373
DOI10.1080/03461238.2015.1012223zbMath1401.91148MaRDI QIDQ4575373
Xiaoying Han, Ruodu Wang, Edgars Jakobsons
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2015.1012223
risk measures; convex order; dependence uncertainty; risk aggregation; joint mixability; heterogeneous models
62P05: Applications of statistics to actuarial sciences and financial mathematics
60E05: Probability distributions: general theory
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