Stochastic dominance and thick-tailed wealth distributions

DOI10.1007/S00712-017-0544-6zbMath1402.91352OpenAlexW2612287913MaRDI QIDQ1651044

Christian Di Pietro, Marco M. Sorge

Publication date: 16 July 2018

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00712-017-0544-6

zbMATH Keywords

wealth distributionstochastic dominance orderingthick tails

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Comparing inequality and mobility in linear models: comment

Cites Work

• Implicit renewal theory and tails of solutions of random equations
• The wealth distribution in Bewley economies with capital income risk
• The Forbes 400, the Pareto power-law and efficient markets
• Random difference equations and renewal theory for products of random matrices
• The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients
• Monotone Comparative Statics
• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
• Monotone Comparative Statics under Uncertainty
• Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients

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