Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20260002040 | ||
| 003 | MAP | ||
| 005 | 20260205101742.0 | ||
| 008 | 260202e20260115bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20260001647$aChen, Yuyu | ||
| 245 | 1 | 0 | $aRisk aggregation and stochastic dominance for a class of heavy-tailed distributions$cYuyu Chen and Seva Shneer |
| 520 | $aDistributions with infinite mean are ubiquitous in the realm of banking and insurance, and they are particularly useful in modeling catastrophic losses (Ibragimov et al., 2009), operational losses (Moscadelli, 2004), costs of cyber risk events (Eling andWirfs, 2019), and financial returns from technology innovations (Silverberg and Verspagen, 2007); see also Chen andWang (2025) for a list of empirical examples of distributions with infinite mean. This paper focuses on establishing some stochastic dominance relations for infinite-mean models | ||
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20130005317$aPérdidas máximas por siniestros | |
| 650 | 4 | $0MAPA20080625535$aDistribuciones de probabilidad | |
| 650 | 4 | $0MAPA20080567217$aRiesgo finito | |
| 650 | 4 | $0MAPA20080587598$aRiesgo operacional | |
| 650 | 4 | $0MAPA20160007633$aCiberriesgos | |
| 650 | 4 | $0MAPA20080560447$aRendimiento | |
| 650 | 4 | $0MAPA20080586546$aNuevas tecnologías | |
| 650 | 4 | $0MAPA20080586447$aModelo estocástico | |
| 700 | 1 | $0MAPA20260001654$aShneer, Seva | |
| 710 | 2 | $0MAPA20100017661$aInternational Actuarial Association | |
| 773 | 0 | $wMAP20077000420$g19/01/2026 Volume 56 Issue 1 - January 2026 , p. 206 - 219$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |