Ordering and inequalities for mixtures on risk aggregation
Yuyu Chen, Peng Liu, Yang Liu, Ruodu Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Yuyu ; Liu, Peng ; Liu, Yang ; Wang, Ruodu |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 1, p. 421-451
|
| Subject: | aggregation set | distribution mixture | joint mixability | quantile mixture | risk measure | Theorie | Theory | Risiko | Risk | Aggregation | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Einkommensverteilung | Income distribution | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12323 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815980