TY  - GEN 
AU  - Sordo Díaz, Miguel Ángel
AU  - Bello Espina, Alfonso José
AU  - Suárez Llorens, Alfonso
A4  - Estadística e Investigación Operativa
PY  - 2018
SN  - 01676687
UR  - http://hdl.handle.net/10498/30410
AB  - Conditional risk measures (or co-risk measures) and risk contribution measures are increasingly 
used in actuarial portfolio analysis to evaluate the systemic risk, which is related to the risk that the 
failure or loss of a component spreads to...
LA  - eng
PB  - Elsevier
KW  - Co-risk measures
KW  - Stocstochastic orderings
KW  - CoVaR
KW  - CoES
KW  - Risk contribution
KW  - Dispersive order
KW  - Increasing convex order
KW  - Excess wealth order
TI  - Stochastic orders and co-risk measures under positive dependence
DO  - 10.1016/j.insmatheco.2017.11.007
ER  -