When is an integral stochastic order generated by a poset?

DOI10.1186/1029-242X-2012-265zbMath1297.06003WikidataQ59272115 ScholiaQ59272115MaRDI QIDQ387939

Miguel López-Díaz, María Concepción López-Díaz

Publication date: 17 December 2013

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

posetstochastic order\(\preceq\)-comonotonic function\(\preceq\)-preserving functionmaximal generator

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Partial orders, general (06A06)

Related Items (1)

A stochastic order for the analysis of investments affected by the time value of money

Cites Work

• Another tale of two tails: on characterizations of comparative risk
• A STOCHASTIC ORDERING FOR RANDOM VARIABLES WITH APPLICATIONS
• Stochastic Orders Generated by Integrals: a Unified Study

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