Stochastic Order Relations and Lattices of Probability Measures

DOI10.1137/040611021zbMath1102.60017MaRDI QIDQ5470230

Alfred Müller, Marco Scarsini

Publication date: 30 May 2006

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8ce966c38485de5aa5ffce6ad49759c74c80a48a

zbMATH Keywords

lattice; copula; zonoid; multivariate stochastic orders; univariate stochastic orders; optimization with stochastic dominance constraints

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

06B23: Complete lattices, completions

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