Multivariate Concave and Convex Stochastic Dominance

DOI10.1007/978-1-4471-4926-2_2zbMath1276.91053OpenAlexW2131113338MaRDI QIDQ2841946

Robert L. Winkler, Ilia Tsetlin, Michel M. Denuit, Louis R. Eeckhoudt

Publication date: 30 July 2013

Published in: EAA Series (Search for Journal in Brave)

Full work available at URL: http://www.uclouvain.be/cps/ucl/doc/core/documents/coredp2010_44web.pdf

zbMATH Keywords

stochastic ordersriskmultiple criteriadecision analysisstochastic dominancegroup decisionsutility/preference: multiattribute utility

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Utility theory (91B16)

Related Items (7)

Multi-attribute target-based utilities and extensions of fuzzy measures ⋮ Generalized Almost Stochastic Dominance ⋮ A multivariate extension of the increasing convex order to compare risks ⋮ Intensity of preferences for bivariate risk apportionment ⋮ Bivariate almost stochastic dominance ⋮ Search Before Trade-offs Are Known ⋮ Central moments, stochastic dominance, moment rule, and diversification with an application

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