Stochastic orders and risk measures: consistency and bounds

DOI10.1016/j.insmatheco.2005.08.003zbMath1105.60017OpenAlexW2013139860MaRDI QIDQ2507945

Publication date: 5 October 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://publikationen.bibliothek.kit.edu/1000013445

zbMATH Keywords

copula comonotonicity convex risk measure convex order coherent risk measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites Work