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Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science - MaRDI portal

Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105)

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scientific article; zbMATH DE number 7946055
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English
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
scientific article; zbMATH DE number 7946055

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    Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (English)
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    18 November 2024
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    Hessian order
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    increasing-Hessian ordering
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    skew-elliptical distribution
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    stochastic order
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    risk bounds
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