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

DOI10.1016/J.SPL.2011.12.010MaRDI QIDQ434713zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Crossing points of Lévy processes and general theory of processes
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• scientific article; zbMATH DE number 1165593
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• A Stochastic Analog of Bogolyubov's Second Theorem

Cites work

• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Research Bibliography—Stochastic Dominance: A Research Bibliography
• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
• Stochastic Comparisons in Production Yield Management
• Stochastic Dominance
• Stochastic Dominance and Expected Utility: Survey and Analysis
• The Efficiency Analysis of Choices Involving Risk

Cited in

(1)

• Pareto-optimal reinsurance policies with maximal synergy

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