Characterizations of classes of risk measures by dispersive orders
type: Item
instance of: scholarly article
title: Characterizations of classes of risk measures by dispersive orders
zbMATH Open document ID: 1141.91548
author: Miguel A. Sordo
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
full work available at URL: http://hdl.handle.net/10498/14977
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5292542
zbMATH Keywords: dispersive order
zbMATH Keywords: excess-wealth order
zbMATH Keywords: risk measures
zbMATH Keywords: Gini mean difference
zbMATH Keywords: Wang's right-tail deviation
MaRDI profile type: Publication
OpenAlex ID: W2014212354
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DOI: 10.1016/J.INSMATHECO.2007.12.004
description: scientific article; zbMATH DE number 5292542