Dispersive orderings induced by differences of inter risk measures
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Cites work
- A characterization of the dilation order and its applications
- Characterization, robustness, and aggregation of signed Choquet integrals
- Comparison methods for stochastic models and risks
- Concepts of dispersion in distributions: a comparative note
- Descriptive statistics for non-parametric models. III: Dispersion
- Dispersion-type variability orders
- Dispersive ordering of distributions
- Early sample measures of variability.
- Expectiles, omega ratios and stochastic ordering
- Expectile‐based measures of skewness
- Generalized quantiles as risk measures
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- Parametric measures of variability induced by risk measures
Cited in
(6)- Expectiles, omega ratios and stochastic ordering
- Parametric measures of variability induced by risk measures
- Stochastic comparisons of distorted variability measures
- A multivariate IFR notion based on the multivariate dispersive ordering
- Stochastic orders and measures of skewness and dispersion based on expectiles
- Characterizations of classes of risk measures by dispersive orders
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