Further properties of fractional stochastic dominance

DOI10.1017/jpr.2021.44zbMath1487.60044OpenAlexW4220849380MaRDI QIDQ5067219

Qinyu Wu, Taizhong Hu, Tiantian Mao

Publication date: 1 April 2022

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2021.44

zbMATH Keywords

distortionstochastic dominancedual characterization\(\gamma\)-transferStrassen's representation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Individual preferences (91B08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fusions of a probability distribution
• On the basic representation theorem for convex domination of measures
• On Strassen's theorem on stochastic domination
• Stochastic equivalence of ordered random variables with applications in reliability theory
• The concept of comonotonicity in actuarial science and finance: theory.
• Orderings of risks: A comparative study via stop-loss transforms
• Some results about the NBUC class of life distributions
• More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
• On the optimal stopping values induced by general dependence structures
• Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
• Some properties of distortion risk measures
• Bivariate characterization of some stochastic order relations
• Prospect Theory: An Analysis of Decision under Risk
• On an elementary characterization of the increasing convex ordering, by an application
• STOCHASTIC EQUIVALENCE OF CONVEX ORDERED DISTRIBUTIONS AND APPLICATIONS
• Ordered random vectors and equality in distribution
• The Dual Theory of Choice under Risk
• An Overview of Comonotonicity and Its Applications in Finance and Insurance
• The Existence of Probability Measures with Given Marginals

This page was built for publication: Further properties of fractional stochastic dominance