Testing for more positive expectation dependence with application to model comparison
Michel Denuit, Julien Trufin, Thomas Verdebout
| Year of publication: |
2021
|
|---|---|
| Authors: | Denuit, Michel ; Trufin, Julien ; Verdebout, Thomas |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 163-172
|
| Subject: | Autocalibration | Balance correction | Concentration curve | Convex order | Expectation dependence | Lorenz curve | Lorenz-Kurve | Erwartungsbildung | Expectation formation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793921