The family of alpha,[a,b] stochastic orders: risk vs. expected value

DOI10.1016/J.JMATECO.2021.102520zbMath1471.91087arXiv1908.06398OpenAlexW3158325513MaRDI QIDQ2237883

Andres Perlroth, Bar Light

Publication date: 28 October 2021

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

Full work available at URL: https://arxiv.org/abs/1908.06398

zbMATH Keywords

stochastic ordersriskcomparative statics

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Risk models (general) (91B05) Games with incomplete information, Bayesian games (91A27)

Related Items (1)

New Jensen-type inequalities and their applications

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