When is an integral stochastic order generated by a poset?

DOI10.1186/1029-242X-2012-265zbMATH Open1297.06003WikidataQ59272115 ScholiaQ59272115MaRDI QIDQ387939FDOQ387939

Authors: Miguel López-Díaz, María Concepción López-Díaz 

Publication date: 17 December 2013

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

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• Stochastic Orders Generated by Integrals: a Unified Study
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zbMATH Keywords

posetstochastic order\(\preceq\)-comonotonic function\(\preceq\)-preserving functionmaximal generator

Mathematics Subject Classification ID

Partial orders, general (06A06) Inequalities; stochastic orderings (60E15)

Cites Work

• Another tale of two tails: on characterizations of comparative risk
• A stochastic ordering for random variables with applications
• Stochastic Orders Generated by Integrals: a Unified Study

Cited In (3)

• Smooth generators of integral stochastic orders.
• When are intermediate processes of the same stochastic order?
• A stochastic order for the analysis of investments affected by the time value of money

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