On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options

DOI10.1016/j.jedc.2015.07.004zbMath1401.91135OpenAlexW3124955057MaRDI QIDQ1657477

Marc Yor, Christian-Oliver Ewald

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2015.07.004

zbMATH Keywords

inequalitypoverty measuresincreasing riskpeacocks

Mathematics Subject Classification ID

Related Items (5)

Confidence sets for dynamic poverty indexes ⋮ Monotone convex order for the McKean-Vlasov processes ⋮ Weak decreasing stochastic order ⋮ Pricing Asian options with stochastic convenience yield and jumps ⋮ A potential-based construction of the increasing supermartingale coupling

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