A characterization of the multivariate excess wealth ordering
Year of publication: |
2011
|
---|---|
Authors: | Fernández-Ponce, J.M. ; Pellerey, F. ; Rodríguez-Griñolo, M.R. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 49.2011, 3, p. 410-417
|
Publisher: |
Elsevier |
Subject: | Excess wealth function | Expansion function | Multivariate dispersion ordering | Quantile | Upper-corrected orthant |
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