Ordering Gini indexes of multivariate elliptical risks
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Publication:320267
DOI10.1016/j.insmatheco.2016.03.005zbMath1369.91096OpenAlexW3125918523MaRDI QIDQ320267
Vytaras Brazauskas, Wei Wei, Ranadeera Gamage Madhuka Samanthi
Publication date: 6 October 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.03.005
usual stochastic orderincreasing convex ordercomonotonicitysupermodular orderdependence structureelliptical distributionpd-1 order
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Related Items (4)
BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL ⋮ Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications ⋮ Stochastic ordering of Gini indexes for multivariate elliptical risks ⋮ Analytic expressions for multivariate Lorenz surfaces
Uses Software
Cites Work
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