Ranadeera Samanthi

Central Michigan University

Department of Mathematics

Pearce Hall 206I

Mt Pleasant , MI 48859

United States

  • Central Michigan University

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Ordering Gini Indexes of Multivariate Elliptical Risks

Insurance: Mathematics and Economics, 68(3), 84-91, 2016
Number of pages: 22 Posted: 13 Apr 2016 Last Revised: 11 Apr 2019
Ranadeera Samanthi, Wei Wei and Vytaras Brazauskas
Central Michigan University, University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 48 (595,112)

Abstract:

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Gini index, elliptical distribution, dependence structure, comonotonicity, usual stochastic order, increasing convex order, supermodular order, pd-1 order

2.

Comparing the Riskiness of Dependent Portfolios via Nested L-Statistics

Annals of Actuarial Science, 11(2), 237-252, 2017
Number of pages: 22 Posted: 14 Sep 2016 Last Revised: 17 Nov 2017
Ranadeera Samanthi, Wei Wei and Vytaras Brazauskas
Central Michigan University, University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 45 (610,828)

Abstract:

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Copulas, risk measures, insurance portfolios, hypothesis tests, Gini index