Crossing points of distributions and a theorem that relates them to second order stochastic dominance

DOI10.1016/J.SPL.2011.12.010zbMATH Open1245.60024OpenAlexW2041706694MaRDI QIDQ434713FDOQ434713

Authors: Edgar Elias Osuna 

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.010

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zbMATH Keywords

stochastic dominancerisk analysisconcave stochastic dominancedecisions under uncertaintyordering of distributions

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• Stochastic Dominance
• The Efficiency Analysis of Choices Involving Risk
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Stochastic Comparisons in Production Yield Management
• An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets
• Research Bibliography—Stochastic Dominance: A Research Bibliography

Cited In (1)

• Pareto-optimal reinsurance policies with maximal synergy

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