Crossing points of distributions and a theorem that relates them to second order stochastic dominance

DOI10.1016/J.SPL.2011.12.010zbMath1245.60024OpenAlexW2041706694MaRDI QIDQ434713

Edgar Elias Osuna

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.010

zbMATH Keywords

risk analysisstochastic dominancedecisions under uncertaintyconcave stochastic dominanceordering of distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Management decision making, including multiple objectives (90B50)

Related Items (1)

Pareto-optimal reinsurance policies with maximal synergy

Cites Work

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• An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets
• Research Bibliography—Stochastic Dominance: A Research Bibliography
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Stochastic Comparisons in Production Yield Management
• Stochastic Dominance
• The Efficiency Analysis of Choices Involving Risk

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