A class of location-independent variability orders, with applications

DOI10.1239/JAP/1276784900zbMATH Open1213.62164OpenAlexW2063833625MaRDI QIDQ3578673FDOQ3578673

Authors: Moshe Shaked, Miguel A. Sordo, Alfonso Suárez-Llorens Edit this on Wikidata

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

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poverty measures stochastic orders IFR NBU taxation policy risk comparison dispersive orders excess wealth orders increasing convex and concave orders location-independent risks orders

Mathematics Subject Classification ID

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

Cites Work

A Class of Decomposable Poverty Measures
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Empirical Estimation of Risk Measures and Related Quantities
Application of Coherent Risk Measures to Capital Requirements in Insurance
Ordering risks: expected utility theory versus Yaari's dual theory of risk
An Actuarial Index of the Right-Tail Risk
Characterization of stochastic orders by \(L\)-functionals
A Class of Poverty Indices
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Revisiting the Sen Poverty Index
Stochastic finance. An introduction in discrete time
Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
Partial Orderings of Distributions Based on Right-Spread Functions
Statistical inference for poverty measures with relative poverty lines
Poverty orderings and welfare dominance
The total time on test transform and the excess wealth stochastic orders of distributions
The dilation order, the dispersion order, and orderings of residual lives
Some Extensions of a Theorem of Hardy, Littlewood and Pólya and Their Applications
Poverty measures and poverty orderings
On the relationship of location-independent riskier order to the usual stochastic order
A characterization of the dilation order and its applications
On a characterization of right spread order by the increasing convex order
Characterizations of the IFR and DFR aging notions by means of the dispersive order
Dispersive ordering by the spread function
A general family of NBU classes of life distributions
A general family of univariate stochastic orders
Title not available (Why is that?)

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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