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A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
2
Comparison of risks based on the expected proportional shortfall
Belzunce, Félix
;
Pinar, José F.
;
Ruiz, José M.
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 292-302
Persistent link: https://www.econbiz.de/10009669659
Saved in:
3
Comparison of increasing directionally convex transformations of random vectors with a common copula
Belzunce, Félix
;
Suárez-Llorens, Alfonso
;
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 385-390
Persistent link: https://www.econbiz.de/10009542260
Saved in:
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