A new variability order based on tail-heaviness
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Publication:3462137
DOI10.1080/02331888.2014.946930zbMath1382.60042OpenAlexW2027564472MaRDI QIDQ3462137
Marilia C. de Souza, Alfonso Suárez-Llorens, Miguel A. Sordo
Publication date: 4 January 2016
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2014.946930
risk measuredispersive orderrisk capitaltail riskweighted premiumstail-heavinessaversion functionsvariability orders
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