Fernández-Ponce, J.M.; Pellerey, F.; … - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 410-417
In this paper, some new properties of the upper-corrected orthant of a random vector are proved. The univariate right-spread or excess wealth function, introduced by Fernández-Ponce et al. (1996), is extended to multivariate random vectors, and some properties of this multivariate function are...