dc.creator | Fernández Ponce, José María | es |
dc.creator | Pellerey, Franco | es |
dc.creator | Rodríguez Griñolo, María del Rosario | es |
dc.date.accessioned | 2016-09-09T07:13:33Z | |
dc.date.available | 2016-09-09T07:13:33Z | |
dc.date.issued | 2011-11 | |
dc.identifier.citation | Fernández Ponce, J.M., Pellerey, F. y Rodríguez Griñolo, M.d.R. (2011). A characterization of the multivariate excess wealth ordering. Insurance: Mathematics and Economics, 49 (3), 410-417. | |
dc.identifier.issn | 0167-6687 | es |
dc.identifier.uri | http://hdl.handle.net/11441/44839 | |
dc.description.abstract | In this paper, some new properties of the upper-corrected orthant of a random vector are proved. The univariate rightspread 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 studied. Later, this function was used to define the excess
wealth ordering by Shaked and Shanthikumar (1998) and Fernández-Ponce et al. (1998). The multivariate excess wealth function enable us to define a new stochastic comparison which is weaker than the multivariate dispersion orderings. Also, some properties relating the multivariate excess wealth order with stochastic dependence are described. | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.publisher | Elsevier | es |
dc.relation.ispartof | Insurance: Mathematics and Economics, 49 (3), 410-417. | es |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Excess wealth function | es |
dc.subject | Expansion function | es |
dc.subject | Multivariate dispersion ordering | es |
dc.subject | Quantile | es |
dc.subject | Upper-corrected orthant | es |
dc.title | A characterization of the multivariate excess wealth ordering | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/submittedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa | es |
dc.relation.publisherversion | http://ac.els-cdn.com/S0167668711000783/1-s2.0-S0167668711000783-main.pdf?_tid=672ad5ce-765c-11e6-a703-00000aab0f6b&acdnat=1473405172_50974cd6f4839a2676c14aa1de0f6406 | es |
dc.identifier.doi | 10.1016/j.insmatheco.2011.07.001 | es |
dc.contributor.group | Universidad de Sevilla. FQM328: Metodos Cuantitativos en Evaluacion | es |
idus.format.extent | 10 p. | es |
dc.journaltitle | Insurance: Mathematics and Economics | es |
dc.publication.volumen | 49 | es |
dc.publication.issue | 3 | es |
dc.publication.initialPage | 410 | es |
dc.publication.endPage | 417 | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/44839 | |