A stochastic order for the analysis of investments affected by the time value of money

DOI10.1016/j.insmatheco.2018.08.001zbMath1417.91466OpenAlexW2892329641MaRDI QIDQ1622512

Sergio Martínez-Fernández, Miguel López-Díaz, María Concepción López-Díaz

Publication date: 19 November 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10651/49655

zbMATH Keywords

stochastic ordercash flowtime value of moneymaximal generatorpreserving mapping

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Related Items (2)

On stochastic orders defined by other stochastic orders and transformations of probabilities ⋮ Stochastic orderings of multivariate elliptical distributions

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