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Search: subject:"Increasing Convex Order"
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Increasing convex order
16
Theorie
14
Theory
14
Risiko
8
Risk
8
Stochastic process
7
Stochastischer Prozess
7
Measurement
4
Messung
4
Risikomaß
4
Risk measure
4
Decision under risk
3
Entscheidung unter Risiko
3
Majorization
3
Portfolio selection
3
Portfolio-Management
3
increasing convex order
3
Arrangement increasing
2
Comonotonicity
2
Convex risk measure
2
Directionally convex order
2
Dispersive order
2
Likelihood ratio order
2
Mathematical programming
2
Mathematische Optimierung
2
Probability theory
2
Risikomanagement
2
Risikomodell
2
Risk management
2
Risk model
2
Risk profile
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic dominance
2
Supermodular order
2
Wahrscheinlichkeitsrechnung
2
stochastic order
2
(Increasing) convex order
1
Aggregation
1
Applied probability
1
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Online availability
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Undetermined
22
Type of publication
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Article
23
Type of publication (narrower categories)
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Article in journal
15
Aufsatz in Zeitschrift
15
Language
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English
15
Undetermined
8
Author
All
Dentcheva, Darinka
3
Belzunce, Félix
2
Denuit, Michel
2
Hu, Taizhong
2
Martinez, Gabriela
2
Sordo, Miguel A.
2
Wolfhagen, Eli
2
Zhang, Yiying
2
Zou, Zhenfeng
2
Balakrishnan, Narayanaswamy
1
Barmalzan, Ghobad
1
Bello, A. J.
1
Brazauskas, Vytaras
1
Castro, I. T.
1
Cheung, Ka Chun
1
Dhaene, Jan
1
Escudero, Laureano
1
Hu, Chin-Yuan
1
Khaledi, Baha-Eldin
1
Leskelä, Lasse
1
Li, Xiaohu
1
Lin, Gwo
1
Liu, Liqun
1
Liu, Xinsheng
1
Manesh, Sirous Fathi
1
Mercier, Sophie
1
Meyer, Jack
1
Najafabadi, Amir T. Payandeh
1
Ortega, Eva
1
Ortega, Eva-María
1
Robert, Christian Yann
1
Ruiz, José M.
1
Samanthi, Ranadeera Gamage Madhuka
1
Sordo, M. A.
1
Suárez-Llorens, A.
1
Suárez-Llorens, Alfonso
1
Trufin, Julien
1
Vihola, Matti
1
Wang, Jinde
1
Wei, Wei
1
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Published in...
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Insurance / Mathematics & economics
9
Annals of the Institute of Statistical Mathematics
2
European journal of operational research : EJOR
2
Statistics & Probability Letters
2
European Journal of Operational Research
1
Insurance : mathematics and economics
1
Insurance: Mathematics and Economics
1
Journal of Multivariate Analysis
1
Mathematics of operations research
1
Operations research
1
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
15
RePEc
8
Showing
1
-
10
of
23
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date (oldest first)
1
Adjusted higher-order expected shortfall
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015066721
Saved in:
2
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
3
Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
4
On the
increasing
convex
order
of generalized aggregation of dependent random variables
Zhang, Yiying
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 61-69
Persistent link: https://www.econbiz.de/10012242039
Saved in:
5
Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system
Mercier, Sophie
;
Castro, I. T.
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 237-248
Persistent link: https://www.econbiz.de/10011979530
Saved in:
6
Stochastic orders and co-risk measures under positive dependence
Sordo, M. A.
;
Bello, A. J.
;
Suárez-Llorens, A.
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 105-113
Persistent link: https://www.econbiz.de/10011825238
Saved in:
7
The
increasing
convex
order
and the trade-off of size for risk
Liu, Liqun
;
Meyer, Jack
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 881-897
Persistent link: https://www.econbiz.de/10011749141
Saved in:
8
Two-stage optimization problems with multivariate stochastic order constraints
Dentcheva, Darinka
;
Wolfhagen, Eli
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011448280
Saved in:
9
A multivariate extension of the
increasing
convex
order
to compare risks
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 224-230
Persistent link: https://www.econbiz.de/10011493839
Saved in:
10
Ordering Gini indexes of multivariate elliptical risks
Samanthi, Ranadeera Gamage Madhuka
;
Wei, Wei
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 84-91
Persistent link: https://www.econbiz.de/10011492473
Saved in:
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