On conditional stochastic ordering of distributions

DOI10.2307/1427511MaRDI QIDQ5751658zbMATH OpenOpenAlexFDO

Authors Ludger Rüschendorf

Publication date 1991

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

Full work available at URL https://doi.org/10.2307/1427511

zbMATH Keywords

associationmaximal inequalitiesmonotone likelihood ratioordering of conditional expectationsstochastic ordering

Mathematics Subject Classification ID

Distribution theory (60E99)

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Cited in

(16)

• Order conditioned independence of real random variables
• On distribution-free safe layer-additive pricing
• Characterization of conditional covariance and unified theory in the problem of ordering random variables
• On a stochastic order induced by an extension of Panjer's family of discrete distributions
• A stochastic ordering for random variables with applications
• On Stop-Loss Order and the Distortion Pricing Principle
• A Note on Conditioning and Stochastic Domination for Order Statistics
• Stochastic ordering of classical discrete distributions
• Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
• The conditional convex order and a comparison inequality
• Reversing conditional orderings
• Representing subjective orderings of random variables: An extension
• Constant rate distributions on partially ordered sets
• Relations between risk-averse models in extended two-stage stochastic optimization
• Conditional variability ordering of distributions
• Stochastic orderings for discrete random variables

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