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  • Search: subject:"Increasing convex order"
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Subject
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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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Undetermined 22
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Article 23
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Article in journal 15 Aufsatz in Zeitschrift 15
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English 15 Undetermined 8
Author
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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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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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