Joint stochastic orders of high degrees and their applications in portfolio selections

DOI10.1016/j.insmatheco.2017.07.008zbMath1395.60027OpenAlexW2742786654MaRDI QIDQ2404550

Wei Wei

Publication date: 19 September 2017

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.07.008

zbMATH Keywords

functional characterizationhigh degree stochastic orderjoint (reversed) hazard rate orderjoint increasing convex/concave orderoptimal portfolio selections

Mathematics Subject Classification ID

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

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