TY  - GEN 
AU  - Sordo Díaz, Miguel Ángel
AU  - Suárez Llorens, Alfonso
AU  - Bello Espina, Alfonso José
A4  - Estadística e Investigación Operativa
PY  - 2015
SN  - 0167-6687
UR  - http://hdl.handle.net/10498/33346
AB  - Given a portfolio of risks, we study the marginal behavior of the i-th risk under an adverse event, such as an unusually large loss in the portfolio or, in the case of a portfolio with a positive dependence structure, to an unusually large loss for...
LA  - eng
PB  - Elsevier
KW  - dependence
KW  - conditional distribution
KW  - comonotonic vectors
KW  - stochastic orders
KW  - conditionally increasing
KW  - distortion function
KW  - distorted random variables
TI  - Comparison of conditional distributions in portfolios of dependent risks
DO  - 10.1016/j.insmatheco.2014.11.008
ER  -