TY  - GEN 
AU  - Sordo Díaz, Miguel Ángel
A4  - Estadística e Investigación Operativa
PY  - 2009
SN  - 0167-6687
UR  - http://hdl.handle.net/10498/14974
AB  - There is a growing interest in the actuarial community to employ certain tail conditional characteristics as measures of risk, which are informative about the variability of the losses beyond the value-at-risk (one example is the tail conditional...
LA  - eng
PB  - Elsevier
KW  - conditional tail variance
KW  - risk measures
KW  - excess wealth order
KW  - dispersive order
TI  - Comparing tail variabilities of risks by means of the excess wealth order
DO  - 10.1016/j.insmatheco.2009.10.001
ER  -