Entscheidungsregeln bei Risiko: multivariate stochastische Dominanz

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zbMath0497.62009MaRDI QIDQ1170838

Karl C. Mosler

Publication date: 1982

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

applications necessary and sufficient conditions multivariate stochastic dominance parametric distributions optimal inequalities multivariate logarithmic normal distributions separable utility functions substitution structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical decision theory (62C99)

Related Items (5)

Decision making with incomplete information ⋮ Stochastic dominance of portfolio insurance strategies OBPI versus CPPI ⋮ Stochastic dominance with nonadditive probabilities ⋮ Stochastic orderings of multivariate elliptical distributions ⋮ On risk aversion with two risks

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