Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung Multivariate matrix-exponential affine mixtures and their applications in risk theory. (English) Zbl 1498.91354 Insur. Math. Econ. 106, 364-389 (2022). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shushi, Tomer; Yao, Jing Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models. (English) Zbl 1446.91073 Insur. Math. Econ. 93, 178-186 (2020). MSC: 91G05 91G70 91G45 × Cite Format Result Cite Review PDF Full Text: DOI
Sordo, Miguel A. A multivariate extension of the increasing convex order to compare risks. (English) Zbl 1370.60036 Insur. Math. Econ. 68, 224-230 (2016). MSC: 60E15 62H05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI