Stochastic orders and co-risk measures under positive dependence
type: Item
instance of: scholarly article
title: Stochastic orders and co-risk measures under positive dependence
zbMATH Open document ID: 1398.91354
published in: Insurance Mathematics \& Economics
publication date: 2018-02-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6839371
zbMATH Keywords: co-risk measures
zbMATH Keywords: stochastic orderings
zbMATH Keywords: CoVaR
zbMATH Keywords: CoES
zbMATH Keywords: risk contribution
zbMATH Keywords: dispersive order
zbMATH Keywords: increasing convex order
zbMATH Keywords: excess wealth order
author: Miguel A. Sordo
author: Alfonso J. Bello
author: Alfonso Suárez-Llorens
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.11.007
OpenAlex ID: W2775503726
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DOI: 10.1016/J.INSMATHECO.2017.11.007
description: scientific article; zbMATH DE number 6839371