New stochastic comparisons based on tail value at risk measures-Reference-Cited by-同舟云学术

New stochastic comparisons based on tail value at risk measures

Published:2020-04-17 Issue:3 Volume:51 Page:767-788
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Belzunce Félix¹,Franco-Pereira Alba M.²,Mulero Julio³

Affiliation:

1. Dpto. Estadística e Investigación Operativa, Facultad de Matemáticas, Universidad de Murcia Espinardo (Murcia), Spain

2. Instituto de Matemática Interdisciplinar (IMI) and Dpto. Estadística e Investigación Operativa, Facultad de Ciencias, Universidad Complutense de Madrid, Madrid, Spain

3. Dpto. Matemáticas, Facultad de Ciencias, Universidad de Alicante, Alicante, Spain

Funder

Ministerio de Economía, Industria y Competitividad

Ministerio de Economía y Competitividad

Xunta de Galicia (Centro Singular de Investigación de Galicia accreditation

)

European Union

Banco Santander and Complutense University of Madrid

Conselleria d’Educació, Investigació, Cultura i Esport

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2020.1754857

Reference23 articles.

1. Univariate and multivariate Pareto models

2. Pareto Distributions

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1. On the second-order excess wealth order and its properties;Probability in the Engineering and Informational Sciences;2022-02-02

2. On Partial Stochastic Comparisons Based on Tail Values at Risk;Mathematics;2020-07-18