Comparison of risks based on the expected proportional shortfall

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<title>Comparison of risks based on the expected proportional shortfall</title>
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<abstract displayLabel="Summary">In this paper, we consider a new criterion to compare risks based on the notion of expected proportional shortfall. This criterion is useful for comparing risks of different nature and does not depend on the base currency. We study its relationships with other criteria and provide some characterizations that highlight the role of this new criterion in the context of comparisons of risks.</abstract>
<note type="statement of responsibility">F. Belzunce...[et.al]</note>
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<topic>Análisis de riesgos</topic>
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<topic>Cálculos</topic>
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<topic>Matemática del seguro</topic>
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<topic>Estudios comparativos</topic>
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<title>Insurance : mathematics and economics</title>
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<publisher>Oxford : Elsevier, 1990-</publisher>
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<identifier type="issn">0167-6687</identifier>
<identifier type="local">MAP20077100574</identifier>
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<text>03/09/2012 Volumen 51 Número 2  - septiembre 2012 , p. 292-302</text>
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