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Article: Convex ordering for insurance preferences

TitleConvex ordering for insurance preferences
Authors
Cheung, KCCHONG, WFYam, SCP
KeywordsAverage Value-at-Risk
Convex ordering
Karlin-Novikoff-Stoyan-Taylor crossing conditions
Optimal insurance decision problem
Value-at-Risk
Issue Date2015
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics and Economics, 2015, v. 64, p. 409-416 How to Cite?
DOI: http://dx.doi.org/10.1016/j.insmatheco.2015.06.005
Persistent Identifierhttp://hdl.handle.net/10722/217226
ISSN
0167-6687
2021 Impact Factor: 2.168
2020 SCImago Journal Rankings: 1.139
SSRN
2597929
ISI Accession Number ID
WOS:000362133800035

 

DC FieldValueLanguage
dc.contributor.authorCheung, KC-
dc.contributor.authorCHONG, WF-
dc.contributor.authorYam, SCP-
dc.date.accessioned2015-09-18T05:52:47Z-
dc.date.available2015-09-18T05:52:47Z-
dc.date.issued2015-
dc.identifier.citationInsurance: Mathematics and Economics, 2015, v. 64, p. 409-416-
dc.identifier.issn0167-6687-
dc.identifier.urihttp://hdl.handle.net/10722/217226-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime-
dc.relation.ispartofInsurance: Mathematics and Economics-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.subjectAverage Value-at-Risk-
dc.subjectConvex ordering-
dc.subjectKarlin-Novikoff-Stoyan-Taylor crossing conditions-
dc.subjectOptimal insurance decision problem-
dc.subjectValue-at-Risk-
dc.titleConvex ordering for insurance preferences-
dc.typeArticle-
dc.identifier.emailCheung, KC: kccg@hku.hk-
dc.identifier.authorityCheung, KC=rp00677-
dc.description.naturepostprint-
dc.identifier.doi10.1016/j.insmatheco.2015.06.005-
dc.identifier.scopuseid_2-s2.0-84939626097-
dc.identifier.hkuros253837-
dc.identifier.volume64-
dc.identifier.spage409-
dc.identifier.epage416-
dc.identifier.isiWOS:000362133800035-
dc.publisher.placeNetherlands-
dc.identifier.ssrn2597929-
dc.identifier.issnl0167-6687-

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