A new characterization of second-order stochastic dominance
type: Item
instance of: scholarly article
title: A new characterization of second-order stochastic dominance
author: Yuanying Guan
author: Muqiao Huang
author: Ruodu Wang
published in: Insurance Mathematics \& Economics
publication date: 2025-01-17T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7969407
zbMATH Keywords: expected shortfall
zbMATH Keywords: stochastic dominance
zbMATH Keywords: convex order
zbMATH Keywords: dependence
zbMATH Keywords: Strassen's theorem
MaRDI profile type: Publication
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DOI: 10.1016/J.INSMATHECO.2024.09.005
description: scientific article; zbMATH DE number 7969407