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  • Search: subject:"convex order"
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Year of publication
Subject
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Theorie 38 Theory 38 Convex order 25 convex order 21 Risiko 20 Risk 20 Risikomaß 18 Risk measure 18 Increasing convex order 16 Stochastic process 16 Stochastischer Prozess 16 Measurement 12 Messung 12 Comonotonicity 9 Risikomodell 8 Risk model 8 Mathematical programming 7 Mathematische Optimierung 7 Risikomanagement 7 Risk management 7 Risk measures 7 Counter-monotonicity 6 Portfolio selection 6 Portfolio-Management 6 Complete mixability 5 Supermodular order 5 Majorization 4 Martingal 4 Martingale 4 Mutual exclusivity 4 Option pricing theory 4 Optionspreistheorie 4 Statistical distribution 4 Statistische Verteilung 4 Stochastic dominance 4 mutual exclusivity 4 risk measures 4 stop-loss transform 4 tail convex order 4 Decision under risk 3
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Online availability
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Undetermined 59 Free 12 CC license 1
Type of publication
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Article 79 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 47 Aufsatz in Zeitschrift 47 Article 3 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 52 Undetermined 30
Author
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Denuit, Michel 12 Cheung, Ka Chun 11 Dhaene, Jan 8 Lo, Ambrose 6 Trufin, Julien 5 Wang, Ruodu 4 Belzunce, Félix 3 Dentcheva, Darinka 3 Hu, Taizhong 3 Sordo, Miguel A. 3 Budde, Jörg 2 Bäuerle, Nicole 2 Cai, Jun 2 Chi, Yichun 2 Gaffke, Norbert 2 Jakobsons, Edgars 2 Jiang, Xiao 2 Jourdain, Benjamin 2 Leal Vizcaíno, René 2 Lin, Gwo 2 Madan, Dilip B. 2 Martinez, Gabriela 2 Mekonnen, Teddy 2 Schmithals, Daniel Matthias 2 Schoutens, Wim 2 Suárez-Llorens, Alfonso 2 Tang, Qihe 2 Vanduffel, Steven 2 Wang, King 2 Wei, Wei 2 Wolfhagen, Eli 2 Yin, Chuancun 2 Zhang, Jun 2 Zhang, Yiying 2 Zhu, Dan 2 Zou, Zhenfeng 2 Alfonsi, Aurélien 1 Balakrishnan, Narayanaswamy 1 Barmalzan, Ghobad 1 Beatrice, Acciaio 1
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Institution
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Tinbergen Instituut 1
Published in...
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Insurance / Mathematics & economics 18 Insurance: Mathematics and Economics 11 Annals of the Institute of Statistical Mathematics 4 Statistics & Probability Letters 4 Astin bulletin : the journal of the International Actuarial Association 2 European journal of operational research : EJOR 2 Insurance : mathematics and economics 2 International journal of theoretical and applied finance 2 Review of Business and Economics 2 Risks 2 Risks : open access journal 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Computational Statistics 1 Dependence Modeling 1 Discussion paper / Tinbergen Institute 1 European Journal of Operational Research 1 Finance and Stochastics 1 Finance and stochastics 1 Health care management science 1 Journal of Multivariate Analysis 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical Methods of Operations Research 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Mathematical methods of operations research 1 Mathematics and financial economics 1 Mathematics of operations research 1 Operations research 1 Production and operations management : an international journal of the Production and Operations Management Society 1 Production and operations management : the flagship research journal of the Production and Operations Management Society 1 Quantitative finance 1 Scandinavian actuarial journal 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The journal of computational finance 1 The journal of computational finance : JFC 1 The journal of risk and insurance : the journal of the American Risk and Insurance Association 1 Theoretical Economics 1 Theoretical economics : TE ; an open access journal in economic theory 1 Tinbergen Institute Discussion Paper 1
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Source
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ECONIS (ZBW) 48 RePEc 30 EconStor 4
Showing 81 - 82 of 82
Cover Image
A class of extremum problems related to agency models with imperfect monitoring
Budde, Jörg; Gaffke, Norbert - In: Computational Statistics 50 (1999) 1, pp. 101-120
constraint, one is led to the distributions of the score functions of the information systems and their convex order relation. It … is shown that also for multivariate actions, Blackwell sufficiency implies the convex order relation of the score …
Persistent link: https://www.econbiz.de/10010759141
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Cover Image
On equivalence of weak convergence and moment convergence of life distributions
Lin, Gwo - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 587-592
Persistent link: https://www.econbiz.de/10005395548
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