Aging notions, stochastic orders, and expected utilities

DOI10.1017/JPR.2023.71MaRDI QIDQ6617594

Weiwei Zhuang, Taizhong Hu, Jianping Yang

Publication date: 11 October 2024

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

risk aversion stochastic comparisons increasing failure rate decreasing reversed hazard rate increasing generalized failure rate increasing likelihood ratio increasing generalized likelihood ratio

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Reliability, availability, maintenance, inspection in operations research (90B25) Utility theory (91B16)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Characterization of left-monotone risk aversion in the RDEU model
Relative log-concavity and a pair of triangle inequalities
Log-concavity and strong log-concavity: a review
Excess wealth order and sample spacings
Concentration of the information in data with log-concave distributions
Stochastic orders
On proportional reversed failure rate class
Inference and modeling with log-concave distributions
Characterizations of classes of risk measures by dispersive orders
Descriptive statistics for non-parametric models. III: Dispersion
Logconcavity versus logconvexity: A complete characterization
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
On a characterization of right spread order by the increasing convex order
On preservation of some shifted and proportional orders by systems
A characterization of the dilation order and its applications
Ranking asymmetric auctions: filling the gap between a distributional shift and stretch
Auditing Shaked and Shanthikumar's `excess wealth'
Log-concave probability and its applications
Preservation of the location independent risk order under convolution
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
Comparison methods for stochastic models and risks
A mechanism design approach to ranking asymmetric auctions
New properties of the total time on test transform order
Optimal Concentration of Information Content for Log-Concave Densities
A Strengthened Entropy Power Inequality for Log-Concave Densities
A Note on Probability Distributions with Increasing Generalized Failure Rates
Length-Biased Orderings with Applications
Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results
Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
Partial Orderings of Distributions Based on Right-Spread Functions
Properties of some stochastic orders: A unified study
The total time on test transform and the excess wealth stochastic orders of distributions
Two Variability Orders
The Discrete Moment Problem with Nonconvex Shape Constraints
Technical Note—New Results Concerning Probability Distributions with Increasing Generalized Failure Rates
Relationships Among Three Assumptions in Revenue Management
A Note on Closure Properties of Failure Rate Distributions
Risk Aversion in the Small and in the Large

This page was built for publication: Aging notions, stochastic orders, and expected utilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617594)