Ordering Gini indexes of multivariate elliptical risks
Year of publication: |
May 2016
|
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Authors: | Samanthi, Ranadeera Gamage Madhuka ; Wei, Wei ; Brazauskas, Vytaras |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 84-91
|
Subject: | Elliptical distribution | Dependence structure | Comonotonicity | Usual stochastic order | Increasing convex order | Supermodular order | Pd-1 order | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis |
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