Stochastic orders and distortion risk contribution ratio measures

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical methods; risk measures (91G70) Inequalities; stochastic orderings (60E15) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

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Comparison of risks based on the expected proportional shortfall
Ordering and asymptotic properties of residual income distributions
Comparison methods for stochastic models and risks
The Dual Theory of Choice under Risk
Stochastic orders
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Axiomatic characterization of insurance prices
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Stochastic comparisons of order statistics in the scale model
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Stochastic comparisons of order statistics and spacings: a review
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Stochastic comparisons and bounds for conditional distributions by using copula properties
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Applications of a general composition theorem to the star order of distributions
Stochastic orders and co-risk measures under positive dependence
Properties of distortion risk measures
SOME SUFFICIENT CONDITIONS FOR RELATIVE AGING OF LIFE DISTRIBUTIONS
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On stochastic dependence in residual lifetime and inactivity time with some applications
On transform orders for largest claim amounts
Convex transform order of Beta distributions with some consequences
Connecting copula properties with reliability properties of coherent systems

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