Model selection based on Lorenz and concentration curves, Gini indices and convex order

Michel Denuit, Dominik Sznajder and Julien Trufin

No 2019046, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2019-01-01
Note: In : Insurance: Mathematics and Economics, vol. 89, p. 128-139 (2019)
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