Ordering Gini indexes of multivariate elliptical risks
Ranadeera Gamage Madhuka Samanthi, Wei Wei, Vytaras Brazauskas (Department of Mathematical Sciences, University of Wisconsin-Milwaukee, Milwaukee, WI, USA)
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Samanthi, Ranadeera Gamage Madhuka ; Wei, Wei ; Brazauskas, Vytaras |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 84-91
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| Subject: | Elliptical distribution | Dependence structure | Comonotonicity | Usual stochastic order | Increasing convex order | Supermodular order | Pd-1 order | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011492473