Remarks on equality of two distributions under some partial orders

DOI10.1007/s10255-018-0744-zzbMath1391.60034arXiv1505.04485OpenAlexW2962772307MaRDI QIDQ1753351

Chuan-Cun Yin

Publication date: 29 May 2018

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.04485

zbMATH Keywords

expected utilitycomonotonicitysupermodular orderconvex orderdistortion risk measurestop-loss order

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05)

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Cites Work

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