On the relationship of location-independent riskier order to the usual stochastic order

DOI10.1016/j.spl.2008.07.033zbMath1157.60009OpenAlexW2086301203MaRDI QIDQ1004393

Miguel A. Sordo

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.033

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (7)

NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER ⋮ Some stochastic comparisons of lower records and lower record spacings ⋮ Comparison of increasing directionally convex transformations of random vectors with a common copula ⋮ Comparing tail variabilities of risks by means of the excess wealth order ⋮ Stochastic ordering properties for systems with dependent identically distributed components ⋮ A class of location-independent variability orders, with applications ⋮ Stochastic comparisons of distorted variability measures

Cites Work

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• Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
• The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
• Partial Orderings of Distributions Based on Right-Spread Functions
• Two Variability Orders
• Starshaped Transformations and the Power of Rank Tests
• Dispersive ordering of distributions

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