Multivariate excess wealth ordering of generalized order statistics
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Publication:2807635
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Cites work
- A characterization of the multivariate excess wealth ordering
- A concept of generalized order statistics
- A multivariate dispersion ordering based on quantiles more widely separated
- Approximating Many Server Queues by Means of Single Server Queues
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- Comparison methods for stochastic models and risks
- Descriptive statistics for non-parametric models. III: Dispersion
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
- Imperfect repair
- MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION
- Multivariate dispersion orderings
- Partial Orderings of Distributions Based on Right-Spread Functions
- SOME NEW RESULTS ON ORDERING OF SIMPLE SPACINGS OF GENERALIZED ORDER STATISTICS
- STOCHASTIC COMPARISONS OF GENERALIZED ORDER STATISTICS
- Stochastic orders
- The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
- Two Variability Orders
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