Multivariate stochastic dominance with fixed dependence structure

DOI10.1016/0167-6377(88)90038-7zbMath0655.90002MaRDI QIDQ1109659

Marco Scarsini

Publication date: 1988

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(88)90038-7

zbMATH Keywords

stochastic dominance; partial ordering of probability distributions

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

91B06: Decision theory

91B16: Utility theory

91B08: Individual preferences

Related Items

A note on Bernoulli's principle and probability dominance, Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals, A class of bivariate stochastic orderings, with applications in actuarial sciences, Distributions with known initial hazard rate functions

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