Testing for Concordance Ordering

ASTIN Bulletin

Volumn 34, Issue 1, 2004, Pages 151-173

  Cebrián, Ana C ^a   Denuit, Michel ^b   Scaillet, Olivier ^c  

^a UNIVERSITY OF ZARAGOZA   (Spain)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^c UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Concordance (Correlation) Order; Copula; Inequality Constraint Tests; Loss Severity Distribution; Nonparametric; Orthant Dominance; Quadrant Dominance; Risk Management

Indexed keywords

EID: 85011482298     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013933     Document Type: Article

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