Integral stochastic orders with parametric classes of functions

DOI10.1017/JPR.2025.32MaRDI QIDQ7306983zbMATH OpenFDO

Authors Qi Feng, J. George Shanthikumar

Publication date 31 July 2026

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1017/JPR.2025.32

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites work

• A note on almost stochastic dominance
• Almost first-order stochastic dominance by distorted expectations
• Almost stochastic dominance and stocks for the long run
• Almost stochastic dominance for most risk-averse decision makers
• Comparison methods for stochastic models and risks
• Economically relevant preferences for all observed epsilon
• Further properties of fractional stochastic dominance
• Generalized almost stochastic dominance
• Metrization of stochastic dominance rules
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Smooth generators of integral stochastic orders.
• Stochastic orders
• The family of alpha,[a,b] stochastic orders: risk vs. expected value
• Tractable almost stochastic dominance

This page was built for publication: Integral stochastic orders with parametric classes of functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7306983)