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Comparison of variances 1 Convex order 1 Copula 1 Dispersive order 1 Increasing directionally convex functions 1 Multivariate distortions 1 Premium principles 1
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Belzunce, Félix 1 Sordo, Miguel A. 1 Suárez-Llorens, Alfonso 1
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Insurance: Mathematics and Economics 1
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Comparison of increasing directionally convex transformations of random vectors with a common copula
Belzunce, Félix; Suárez-Llorens, Alfonso; Sordo, Miguel A. - In: Insurance: Mathematics and Economics 50 (2012) 3, pp. 385-390
directionally convex transformation of the vectors. Some applications in premium principles, optimization and multivariate … distortions are described. …
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