Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid
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Publication:2757612
DOI10.1287/moor.24.4.835zbMath0984.60025OpenAlexW2131017090MaRDI QIDQ2757612
Sergey Utev, Claude Lefèvre, Michel M. Denuit
Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.24.4.835
Related Items (6)
Another look at risk apportionment ⋮ Measuring the impact of dependence between claims occurrences. ⋮ On \(s\)-convex stochastic extrema for arithmetic risks ⋮ Convex bounds on multiplicative processes, with applications to pricing in incomplete markets ⋮ On the stop-loss and total variation distances between random sums ⋮ Time stochastic \(s\)-convexity of claim processes
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