Two stochastic dominance criteria based on tail comparisons

DOI10.1002/asmb.2260zbMath1411.62301OpenAlexW2626969374MaRDI QIDQ4620221

Alfonso Suárez-Llorens, Miguel A. Sordo, Julio Mulero, Marilia C. de Souza

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10045/74231

zbMATH Keywords

stochastic orderstail ordertail riskleft-tail orderright-tail orderskew-distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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