{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,2]],"date-time":"2022-04-02T11:11:26Z","timestamp":1648897886061},"reference-count":27,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2007,7,7]],"date-time":"2007-07-07T00:00:00Z","timestamp":1183766400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["ADAC"],"published-print":{"date-parts":[[2007,8,2]]},"DOI":"10.1007\/s11634-007-0008-x","type":"journal-article","created":{"date-parts":[[2007,7,17]],"date-time":"2007-07-17T02:39:10Z","timestamp":1184639950000},"page":"143-173","source":"Crossref","is-referenced-by-count":7,"title":["Convex ordering criteria for L\u00e9vy processes"],"prefix":"10.1007","volume":"1","author":[{"given":"Jan","family":"Bergenthum","sequence":"first","affiliation":[]},{"given":"Ludger","family":"R\u00fcschendorf","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2007,7,7]]},"reference":[{"key":"8_CR1","doi-asserted-by":"crossref","first-page":"41","DOI":"10.1007\/s007800050032","volume":"2","author":"O Barndorff-Nielsen","year":"1998","unstructured":"Barndorff-Nielsen O (1998) Processes of normal inverse Gaussian type. Financ Stoch 2:41\u201368","journal-title":"Financ Stoch"},{"key":"8_CR2","doi-asserted-by":"crossref","first-page":"401","DOI":"10.1098\/rspa.1977.0041","volume":"353","author":"OE Barndorff-Nielsen","year":"1977","unstructured":"Barndorff-Nielsen OE (1977) Exponentially decreasing distributions for the logarithm of particle size. Proc R Soc Lond Ser A 353:401\u2013419","journal-title":"Proc R Soc Lond Ser A"},{"key":"8_CR3","doi-asserted-by":"crossref","first-page":"209","DOI":"10.1007\/s007800050012","volume":"4","author":"N Bellamy","year":"2000","unstructured":"Bellamy N, Jeanblanc MA (2000) Incompleteness of markets driven by a mixed diffusion. Financ Stoch 4:209\u2013222","journal-title":"Financ Stoch"},{"key":"8_CR4","unstructured":"Bergenthum J (2005) Comparison of semimartingales and L\u00e9vy processes with applications to finanical mathematics. PhD thesis, University of Freiburg"},{"issue":"2","key":"8_CR5","doi-asserted-by":"crossref","first-page":"222","DOI":"10.1007\/s00780-006-0001-9","volume":"10","author":"J Bergenthum","year":"2006","unstructured":"Bergenthum J, R\u00fcschendorf L (2006) Comparison of option prices in semimartingale models. Financ Stoch 10(2):222\u2013249","journal-title":"Financ Stoch"},{"key":"8_CR6","doi-asserted-by":"crossref","first-page":"228","DOI":"10.1214\/009117906000000386","volume":"35","author":"J Bergenthum","year":"2007","unstructured":"Bergenthum J, R\u00fcschendorf L (2007) Comparison of semimartingales and L\u00e9vy processes. Ann Probab 35:228\u2013254","journal-title":"Ann Probab"},{"key":"8_CR7","doi-asserted-by":"crossref","first-page":"345","DOI":"10.1111\/1467-9965.00020","volume":"13","author":"P Carr","year":"2003","unstructured":"Carr P, Geman H, Madan DB, Yor M (2003) Stochastic volatility of L\u00e9vy processes. Math Financ 13:345\u2013382","journal-title":"Math Financ"},{"key":"8_CR8","volume-title":"Financial modelling with jump processes","author":"R Cont","year":"2004","unstructured":"Cont R, Tankov P (2004) Financial modelling with jump processes. Chapman and Hall\/CRC Financial Mathematics Series, London"},{"key":"8_CR9","doi-asserted-by":"crossref","first-page":"269","DOI":"10.1016\/0167-6687(89)90002-4","volume":"8","author":"F Delbaen","year":"1989","unstructured":"Delbaen F, Haezendonck J (1989) A martingale approach to premium calculation principles in an arbitrage free market. Insur Math Econ 8:269\u2013277","journal-title":"Insur Math Econ"},{"issue":"3","key":"8_CR10","doi-asserted-by":"crossref","first-page":"281","DOI":"10.2307\/3318481","volume":"1","author":"E Eberlein","year":"1995","unstructured":"Eberlein E, Keller U (1995) Hyperbolic distributions in finance. Bernoulli 1(3):281\u2013299","journal-title":"Bernoulli"},{"issue":"2","key":"8_CR11","doi-asserted-by":"crossref","first-page":"93","DOI":"10.1111\/1467-9965.00047","volume":"8","author":"N El Karoui","year":"1998","unstructured":"El Karoui N, Jeanblanc-Picqu\u00e9 M, Shreve SE (1998) Robustness of the black and scholes formula. Math Financ 8(2):93\u2013126","journal-title":"Math Financ"},{"issue":"4","key":"8_CR12","doi-asserted-by":"crossref","first-page":"17","DOI":"10.1108\/eb043451","volume":"1","author":"P Embrechts","year":"2000","unstructured":"Embrechts P (2000) Actuarial versus financial pricing of insurance. Risk Financ 1(4):17\u201326","journal-title":"Risk Financ"},{"key":"8_CR13","doi-asserted-by":"crossref","first-page":"557","DOI":"10.1007\/s007800100052","volume":"5","author":"T Goll","year":"2001","unstructured":"Goll T, R\u00fcschendorf L (2001) Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Financ Stoch 5:557\u2013581","journal-title":"Financ Stoch"},{"key":"8_CR14","unstructured":"Gushchin AA, Mordecki E (2002) Bounds for option prices in the semimartingale market models. In: Proceedings of the Steklov Mathematical Institute, vol 237, pp 73\u2013113"},{"issue":"3","key":"8_CR15","doi-asserted-by":"crossref","first-page":"79","DOI":"10.1080\/1045112031000084343","volume":"75","author":"V Henderson","year":"2003","unstructured":"Henderson V, Hobson D (2003) Coupling and option price comparisons in a jump diffusion model. Stoch Stoch Rep 75(3):79\u2013101","journal-title":"Stoch Stoch Rep"},{"issue":"1","key":"8_CR16","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1214\/aoap\/1027961040","volume":"8","author":"D Hobson","year":"1998","unstructured":"Hobson D (1998) Volatility misspecification, option pricing and superreplication via coupling. Ann Appl Probab 8(1):193\u2013205","journal-title":"Ann Appl Probab"},{"key":"8_CR17","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-662-05265-5","volume-title":"Limit theorems for stochastic processes","author":"J Jacod","year":"2003","unstructured":"Jacod J, Shiryaev AN (2003) Limit theorems for stochastic processes. Springer, Heidelberg"},{"key":"8_CR18","doi-asserted-by":"crossref","first-page":"1251","DOI":"10.2140\/pjm.1963.13.1251","volume":"13","author":"S Karlin","year":"1963","unstructured":"Karlin S, Novikoff A (1963) Generalized convex inequalities. Pac J Math 13:1251\u20131279","journal-title":"Pac J Math"},{"key":"8_CR19","doi-asserted-by":"crossref","first-page":"511","DOI":"10.1086\/296519","volume":"63","author":"D Madan","year":"1990","unstructured":"Madan D, Seneta E (1990) The vg model for share market returns. J Bus 63:511\u2013524","journal-title":"J Bus"},{"key":"8_CR20","doi-asserted-by":"crossref","first-page":"79","DOI":"10.2307\/2525289","volume":"1","author":"B Mandelbrot","year":"1960","unstructured":"Mandelbrot B (1960) The Pareto\u2013L\u00e9vy law and the distribution of income. Int Econ Rev 1:79\u2013106","journal-title":"Int Econ Rev"},{"key":"8_CR21","doi-asserted-by":"crossref","first-page":"125","DOI":"10.1016\/0304-405X(76)90022-2","volume":"3","author":"RC Merton","year":"1976","unstructured":"Merton RC (1976) Option pricing when underlying stock returns are discontinuous. J Financ Econ 3:125\u2013144","journal-title":"J Financ Econ"},{"issue":"IV","key":"8_CR22","doi-asserted-by":"crossref","first-page":"787","DOI":"10.1017\/S1357321700003913","volume":"8","author":"T M\u00f8ller","year":"2002","unstructured":"M\u00f8ller T (2002) On valuation and risk management at the interface of insurance and finance. Br Actuar J 8(IV):787\u2013827","journal-title":"Br Actuar J"},{"issue":"4","key":"8_CR23","doi-asserted-by":"crossref","first-page":"479","DOI":"10.1007\/s00780-004-0130-y","volume":"8","author":"T M\u00f8ller","year":"2004","unstructured":"M\u00f8ller T (2004) Stochastic orders in dynamic reinsurance markets. Financ Stoch 8(4):479\u2013499","journal-title":"Financ Stoch"},{"key":"8_CR24","volume-title":"Comparison methods for stochastic models and risks","author":"A M\u00fcller","year":"2002","unstructured":"M\u00fcller A, Stoyan D (2002) Comparison methods for stochastic models and risks. Wiley, London"},{"issue":"1","key":"8_CR25","doi-asserted-by":"crossref","first-page":"95","DOI":"10.2143\/AST.23.1.2005103","volume":"23","author":"R Norberg","year":"1993","unstructured":"Norberg R (1993) Prediction of outstanding liabilities in non-life insurance. ASTIN Bull 23(1):95\u2013115","journal-title":"ASTIN Bull"},{"key":"8_CR26","volume-title":"Stable Paretian models in finance","author":"S Rachev","year":"2000","unstructured":"Rachev S, Mittnik S (2000) Stable Paretian models in finance. Wiley, London"},{"key":"8_CR27","volume-title":"L\u00e9vy processes and infinitely divisible distributions. Cambridge Studies in Advanced Mathematics, vol 68","author":"K-I Sato","year":"1999","unstructured":"Sato K-I (1999) L\u00e9vy processes and infinitely divisible distributions. Cambridge Studies in Advanced Mathematics, vol 68. Cambridge University Press, London"}],"container-title":["Advances in Data Analysis and Classification"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11634-007-0008-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11634-007-0008-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11634-007-0008-x","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,1]],"date-time":"2019-06-01T18:46:30Z","timestamp":1559414790000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11634-007-0008-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,7,7]]},"references-count":27,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2007,8,2]]}},"alternative-id":["8"],"URL":"https:\/\/doi.org\/10.1007\/s11634-007-0008-x","relation":{},"ISSN":["1862-5347","1862-5355"],"issn-type":[{"value":"1862-5347","type":"print"},{"value":"1862-5355","type":"electronic"}],"subject":[],"published":{"date-parts":[[2007,7,7]]}}}