Stochastic orders and distortion risk contribution ratio measures
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Publication:6607487
DOI10.1016/j.insmatheco.2024.06.007zbMATH Open1544.91352MaRDI QIDQ6607487
Publication date: 18 September 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Financial networks (including contagion, systemic risk, regulation) (91G45)
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