Stochastic ordering of Gini indexes for multivariate elliptical risks
Bara Kim, Jeongsim Kim
| Year of publication: |
2019
|
|---|---|
| Authors: | Kim, Bara ; Kim, Jeongsim |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 151-158
|
| Subject: | Gini index | Usual stochastic order | Elliptical distribution | Positive semi-definite | Large deviation | Gini-Koeffizient | Gini coefficient | Stochastischer Prozess | Stochastic process | Einkommensverteilung | Income distribution | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105530