Comparing tail variabilities of risks by means of the excess wealth order

Insurance: Mathematics and Economics

Volumn 45, Issue 3, 2009, Pages 466-469

  Sordo, Miguel A ^a  

^a Universidad de Cádiz   (Spain)

Author keywords

Classes of risk measures; Conditional tail variance; Dispersive order; Excess wealth order

Indexed keywords

EID: 71649087392     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.10.001     Document Type: Article

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