Convex Order, Excess of Loss, and Comonotonicity

Ludger Rüschendorf

doi:10.1007/978-3-642-33590-7_3

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Convex Order, Excess of Loss, and Comonotonicity

Ludger Rüschendorf

Year: 2012 Springer series in operations research/Springer series in operations research and financial engineering Pages: 53-70 Publisher: Springer International Publishing

DOI: 10.1007/978-3-642-33590-7_3

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Keywords:

Regular polygon Order (exchange) Mathematics Economics Econometrics Finance Geometry

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Risk and Portfolio Optimization

Social Sciences → Decision Sciences → Management Science and Operations Research

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Convex Order, Excess of Loss, and Comonotonicity

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