Instrument effects and stochastic dominance

DOI10.1016/0167-6687(88)90075-3zbMath0668.62074OpenAlexW2083175259MaRDI QIDQ1118313

Dale E. Lehman, Michael G. Bradley

Publication date: 1988

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(88)90075-3

zbMATH Keywords

optimal choicestochastic dominancesigned measuresindividual choicechanges in probability distributionscomparative statisticseffect of increased riskinstrument effects

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06)

Cites Work

• Unnamed Item
• Unnamed Item
• Instrument-dependent randomness and increases in risk
• On the theory of risk aversion and the theory of risk
• A comparative statics theorem for choice under risk
• Increases in risk with kinked payoff functions
• Increasing risk
• Choice among distributions
• Second Degree Stochastic Dominance with Respect to a Function
• The Efficiency Analysis of Choices Involving Risk

This page was built for publication: Instrument effects and stochastic dominance