A class of location-independent variability orders, with applications

DOI10.1239/JAP/1276784900MaRDI QIDQ3578673zbMATH OpenOpenAlexFDO

Authors Moshe Shaked, 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

zbMATH Keywords

poverty measuresstochastic ordersIFRNBUtaxation policyrisk comparisondispersive ordersexcess wealth ordersincreasing convex and concave orderslocation-independent risks orders

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15)

Recommendations

• New properties of the total time on test transform order
• The total time on test transform and the excess wealth stochastic orders of distributions
• Two Variability Orders
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Cites work

• scientific article; zbMATH DE number 123485 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• A Class of Decomposable Poverty Measures
• A Class of Poverty Indices
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• A general family of univariate stochastic orders
• An Actuarial Index of the Right-Tail Risk
• Application of Coherent Risk Measures to Capital Requirements in Insurance
• Characterization of stochastic orders by \(L\)-functionals
• Characterizations of the IFR and DFR aging notions by means of the dispersive order
• Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
• Dispersive ordering by the spread function
• Empirical Estimation of Risk Measures and Related Quantities
• On a characterization of right spread order by the increasing convex order
• On the relationship of location-independent riskier order to the usual stochastic order
• Ordering risks: expected utility theory versus Yaari's dual theory of risk
• Partial Orderings of Distributions Based on Right-Spread Functions
• Poverty measures and poverty orderings
• Poverty orderings and welfare dominance
• Revisiting the Sen Poverty Index
• Some Extensions of a Theorem of Hardy, Littlewood and Pólya and Their Applications
• Statistical inference for poverty measures with relative poverty lines
• Stochastic finance. An introduction in discrete time
• The dilation order, the dispersion order, and orderings of residual lives
• The total time on test transform and the excess wealth stochastic orders of distributions

Cited in

(8)

• Stochastic ordering properties for systems with dependent identically distributed components
• On the consistency of Sobol indices with respect to stochastic ordering of model parameters
• The total time on test transform and the excess wealth stochastic orders of distributions
• On the relationship of location-independent riskier order to the usual stochastic order
• Stochastic comparisons of distorted variability measures
• A new variability order based on tail-heaviness
• Generalized total time on test transform for weighted variables, properties and applications
• Some stochastic comparisons of lower records and lower record spacings

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