Testing for Concordance Ordering
ContributorsCebrian, Ana C.; Denuit, Michel; Scaillet, Olivier
Published inASTIN bulletin, vol. 34, no. 1, p. 151-173
Collection
- Open Access - Licence nationale Cambridge University Press
Publication date2004
Abstract
Keywords
- Nonparametric
- Concordance (Correlation) Order
- Quadrant Dominance
- Orthant Dominance
- Copula
- Inequality Constraint Tests
- Risk Management
- Loss Severity Distribution
Affiliation entities
Citation (ISO format)
CEBRIAN, Ana C., DENUIT, Michel, SCAILLET, Olivier. Testing for Concordance Ordering. In: ASTIN bulletin, 2004, vol. 34, n° 1, p. 151–173. doi: 10.1017/S0515036100013933
Main files (2)
Article (Accepted version)
Article (Published version)
Identifiers
- PID : unige:5818
- DOI : 10.1017/S0515036100013933
Journal ISSN0515-0361