A class of location-independent variability orders, with applications
DOI10.1239/jap/1276784900zbMath1213.62164OpenAlexW2063833625MaRDI QIDQ3578673
Shaked, Moshe, Miguel A. Sordo, Alfonso Suárez-Llorens
Publication date: 20 July 2010
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1276784900
stochastic ordersIFRNBUpoverty measurestaxation policyrisk comparisondispersive ordersexcess wealth ordersincreasing convex and concave orderslocation-independent risks orders
Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15) Reliability and life testing (62N05)
Related Items (5)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A general family of NBU classes of life distributions
- Characterization of stochastic orders by \(L\)-functionals
- Dispersive ordering by the spread function
- On the relationship of location-independent riskier order to the usual stochastic order
- Poverty orderings and welfare dominance
- Ordering risks: expected utility theory versus Yaari's dual theory of risk
- The dilation order, the dispersion order, and orderings of residual lives
- Characterizations of the IFR and DFR aging notions by means of the dispersive order
- On a characterization of right spread order by the increasing convex order
- A characterization of the dilation order and its applications
- A general family of univariate stochastic orders
- A Class of Decomposable Poverty Measures
- A Class of Poverty Indices
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- Some Extensions of a Theorem of Hardy, Littlewood and Pólya and Their Applications
- Partial Orderings of Distributions Based on Right-Spread Functions
- The total time on test transform and the excess wealth stochastic orders of distributions
- Revisiting the Sen Poverty Index
- Empirical Estimation of Risk Measures and Related Quantities
- An Actuarial Index of the Right-Tail Risk
- Application of Coherent Risk Measures to Capital Requirements in Insurance
- Stochastic finance. An introduction in discrete time
- Statistical inference for poverty measures with relative poverty lines
This page was built for publication: A class of location-independent variability orders, with applications