Stochastic orders and co-risk measures under positive dependence
Sordo, M.A., Bello, A.J., Suárez-Llorens, A.
Published in Insurance, mathematics & economics (01.01.2018)
Published in Insurance, mathematics & economics (01.01.2018)
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Journal Article
Stochastic orders and multivariate measures of risk contagion
Ortega-Jiménez, P., Sordo, M.A., Suárez-Llorens, A.
Published in Insurance, mathematics & economics (01.01.2021)
Published in Insurance, mathematics & economics (01.01.2021)
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Journal Article
On a family of risk measures based on largest claims
Castaño-Martínez, A., Pigueiras, G., Sordo, M.A.
Published in Insurance, mathematics & economics (01.05.2019)
Published in Insurance, mathematics & economics (01.05.2019)
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Journal Article
Comparison of risks based on the expected proportional shortfall
Belzunce, Félix, Pinar, José F., Ruiz, José M., Sordo, Miguel A.
Published in Insurance, mathematics & economics (01.09.2012)
Published in Insurance, mathematics & economics (01.09.2012)
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Journal Article
On the Lp-metric between a probability distribution and its distortion
López-Díaz, Miguel, Sordo, Miguel A., Suárez-Llorens, Alfonso
Published in Insurance, mathematics & economics (01.09.2012)
Published in Insurance, mathematics & economics (01.09.2012)
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Journal Article
A Sufficient Condition for Generalized Lorenz Order
Ramos, Hector M, Ollero, Jorge, Sordo, Miguel A
Published in Journal of economic theory (01.02.2000)
Published in Journal of economic theory (01.02.2000)
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Journal Article