TY  - GEN 
AU  - Sordo Díaz, Miguel Ángel
A4  - Estadística e Investigación Operativa
PY  - 2008
SN  - 0167-6687
UR  - http://hdl.handle.net/10498/14977
AB  - In this paper, a class C of risk measures, which generalizes the class of risk measures for the right-tail
deviation suggested by Wang (1998),  is characterized in terms of dispersive order. If dispersive order does not
hold, unanimous comparisons...
LA  - eng
PB  - Elsevier
KW  - dispersive order
KW  - excess wealth order
KW  - risk measures
KW  - Gini mean difference
KW  - Wang's right tail deviation
TI  - Characterizations of classes of risk measures by dispersive orders
DO  - 10.1016/j.insmatheco.2007.12.004
ER  -