Stochastic orders and risk measures : consistency and bounds

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<rdf:Description>
<dc:creator>Bauerle, Nicole</dc:creator>
<dc:creator>Müller, Alfred</dc:creator>
<dc:date>2006</dc:date>
<dc:description xml:lang="es">In this article it's investigated the problem of consistency of risk measures with respect to usual stochastic order and convex order. This result is used to derive bounds for risk measures of portfolios. As a by-product, it's extended the characterization of coherent, law-invariant risk measures with the Fatou poperty to unbounded random variables</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/59645.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Longevidad</dc:subject>
<dc:subject xml:lang="es">Tablas de mortalidad</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Modelo estocástico</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Stochastic orders and risk measures : consistency and bounds</dc:title>
<dc:relation xml:lang="es">En: Insurance Mathematics & Economics. - Oxford: Elsevier Science. -  nº 38, 2006 ; p. 132-148</dc:relation>
</rdf:Description>
</rdf:RDF>