A new necessary condition for higher order stochastic dominances with applications

MaRDI QIDQ1576434zbMATH OpenFDO

Authors M. Carletti, Franco Pellerey

Publication date 19 July 2001

Published in Ricerche di Matematica (Search for Journal in Brave)

zbMATH Keywords

equilibrium distributionmoment inequalitiesstochastic dominances

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Stochastic dominance of higher orders and its implications
• Multivariate Stochastic Dominance and Moments
• A simple proof of Fishburn’s moments theorem
• Stochastic Dominance and Moment Inequalities
• Moment conditions for almost stochastic dominance

Cited in

(7)

• A new stochastic dominance criterion for dependent random variables with applications
• Stochastic Dominance and Moment Inequalities
• A simple proof of Fishburn’s moments theorem
• An alternative condition for stochastic domination
• Stochastic dominance of higher orders and its implications
• Moment conditions for almost stochastic dominance
• Remarks on the tail order on moment sequences

This page was built for publication: A new necessary condition for higher order stochastic dominances with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1576434)