Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (Q1339167)
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scientific article; zbMATH DE number 698933
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| English | Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion |
scientific article; zbMATH DE number 698933 |
Statements
Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (English)
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1 December 1994
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co-monotonicity
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Bickel-Lehmann dispersion
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second degree dominance
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stochastic order
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0.804980993270874
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0.7603095173835754
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0.7566803693771362
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0.7561655044555664
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