Generalized Increasing Convex and Directionally Convex Orders

DOI10.1239/jap/1269610830zbMath1186.60010OpenAlexW2044871667MaRDI QIDQ3551003

M'hamed Mesfioui, Michel M. Denuit

Publication date: 8 April 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1269610830

zbMATH Keywords

supermodular functionintegral stochastic orderdirectionally convex function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (13)

A multivariate extension of the increasing convex order to compare risks ⋮ Ordering functions of random vectors, with application to partial sums ⋮ New properties of the orthant convex-type stochastic orders ⋮ Some results on dependent random variables and a connection with the multivariate s-increasing convex order ⋮ Multidimensional inequality comparisons: a compensation perspective ⋮ Multivariate higher-degree stochastic increasing convexity ⋮ From unidimensional to multidimensional inequality: a review ⋮ Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization ⋮ Generators of copulas and aggregation ⋮ Risk reducers in convex order ⋮ Multivariate robust second-order stochastic dominance and resulting risk-averse optimization ⋮ Multivariate Concave and Convex Stochastic Dominance ⋮ Comonotonicity, orthant convex order and sums of random variables

Cites Work

• Unnamed Item
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• On the distance between convex-ordered random variables, with applications
• Stochastic Comparisons for Non-Markov Processes
• The s-convex orders among real random variables, with applications
• Inequalities: theory of majorization and its applications

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