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A new necessary condition for higher order stochastic dominances with applications - MaRDI portal

A new necessary condition for higher order stochastic dominances with applications

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Publication:1576434

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zbMath0964.62098MaRDI QIDQ1576434

Margherita Carletti, Franco Pellerey

Publication date: 19 July 2001

Published in: Ricerche di Matematica (Search for Journal in Brave)

zbMATH Keywords

moment inequalities equilibrium distribution stochastic dominances

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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