Expectiles, omega ratios and stochastic ordering
type: Item
instance of: scholarly article
title: Expectiles, omega ratios and stochastic ordering
zbMATH Open document ID: 1402.60023
author: Fabio Bellini
author: Bernhard Klar
author: Alfred Müller
published in: Methodology and Computing in Applied Probability
publication date: 2018-11-08T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6974941
zbMATH Keywords: expectile order
zbMATH Keywords: omega ratio
zbMATH Keywords: stop-loss transform
zbMATH Keywords: third-order stochastic dominance
zbMATH Keywords: skew-normal distribution
zbMATH Keywords: Lomax distribution
Wikidata QID: Q60430058
MaRDI profile type: Publication
full work available at URL: s11009-016-9527-2
OpenAlex ID: W3121449690
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DOI: 10.1007/S11009-016-9527-2
description: scientific article; zbMATH DE number 6974941