Stochastic Orders Generated by Integrals: a Unified Study
From MaRDI portal
Publication:4374014
DOI10.2307/1428010zbMath0890.60015OpenAlexW1996926988MaRDI QIDQ4374014
Publication date: 4 February 1998
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1428010
Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Probability theory on linear topological spaces (60B11)
Related Items (53)
Smooth generators of integral stochastic orders. ⋮ Supermodular Order and Lundberg Exponents ⋮ S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations ⋮ On stochastic orders defined by other stochastic orders and transformations of probabilities ⋮ Expectiles, omega ratios and stochastic ordering ⋮ A stochastic order for the analysis of investments affected by the time value of money ⋮ Stochastic Orderings of Convex-Type for Discrete Bivariate Risks ⋮ Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results ⋮ Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering ⋮ General convex order on risk aggregation ⋮ Stop-loss order for portfolios of dependent risks ⋮ When is an integral stochastic order generated by a poset? ⋮ Nonlinear continuous semimartingales ⋮ Linear orderings of the scale mixtures of the multivariate skew-normal distribution ⋮ Stochastic ordering of variability measure estimators ⋮ An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings ⋮ On Tournaments and negative dependence ⋮ Multidimensional inequality comparisons: a compensation perspective ⋮ Laplace transform ordering of actuarial quantities. ⋮ Copula convergence theorems for tail events. ⋮ Some results on ruin probabilities in a two-dimensional risk model. ⋮ Stochastic orders to approach investments in condor financial derivatives ⋮ Concentration order on a metric space, with some statistical applications ⋮ A note on the family of extremality stochastic orders ⋮ Stochastic bounds on sums of dependent risks ⋮ Expected utility theory without the completeness axiom. ⋮ On the waiting times in queues with dependency between interarrival and service times ⋮ Characterizations of Aging Classes in Terms of Spacings Between Record Values ⋮ A model of social welfare improving transfers ⋮ De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process ⋮ The family of alpha,[a,b stochastic orders: risk vs. expected value] ⋮ Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications ⋮ From unidimensional to multidimensional inequality: a review ⋮ Bisimulation for Markov Decision Processes through Families of Functional Expressions ⋮ Comparison of individual risk models ⋮ Risk aggregation with dependence uncertainty ⋮ Supermodular functions on finite lattices ⋮ On the stop-loss and total variation distances between random sums ⋮ A STOCHASTIC ORDERING FOR RANDOM VARIABLES WITH APPLICATIONS ⋮ Zonoids, linear dependence, and size-biased distributions on the simplex ⋮ Orderings and Probability Functionals Consistent with Preferences ⋮ Positive Dependence and Weak Convergence ⋮ Some remarks on the supermodular order ⋮ Hessian orders and multinormal distributions ⋮ Optimal dividend payments for a two-dimensional insurance risk process ⋮ Stochastic orderings of multivariate elliptical distributions ⋮ Stochastic inequalities based on Cobb-Douglas utility functions ⋮ Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios ⋮ A class of bivariate stochastic orderings, with applications in actuarial sciences ⋮ Time stochastic \(s\)-convexity of claim processes ⋮ Duality Theory and Transfers for Stochastic Order Relations ⋮ Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings ⋮ Integral trimmed regions
This page was built for publication: Stochastic Orders Generated by Integrals: a Unified Study