Stochastic Orders Generated by Integrals: a Unified Study

DOI10.2307/1428010zbMATH Open0890.60015OpenAlexW1996926988MaRDI QIDQ4374014FDOQ4374014

Authors: Alfred Müller 

Publication date: 4 February 1998

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1428010

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zbMATH Keywords

likelihood ratio orderclosure propertiesmaximal generatorintegral stochastic orders

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15)

Cited In (59)

• Nonlinear continuous semimartingales
• Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
• Stochastic ordering of variability measure estimators
• Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
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• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
• From unidimensional to multidimensional inequality: a review
• Smooth generators of integral stochastic orders.
• Characterization of stochastic orders by \(L\)-functionals
• Comparison of individual risk models
• Stochastic orderings of multivariate elliptical distributions
• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• General convex order on risk aggregation
• Duality theory and transfers for stochastic order relations
• Positive Dependence and Weak Convergence
• On the stop-loss and total variation distances between random sums
• Bisimulation for Markov decision processes through families of functional expressions
• Expectiles, omega ratios and stochastic ordering
• A stochastic order for the analysis of investments affected by the time value of money
• Stop-loss order for portfolios of dependent risks
• On the waiting times in queues with dependency between interarrival and service times
• On order-isomorphisms of stochastic orders generated by partially ordered sets with applications to the analysis of chemical components of seaweeds
• Supermodular Order and Lundberg Exponents
• The family of alpha,[a,b] stochastic orders: risk vs. expected value
• Hessian orders and multinormal distributions
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
• Copula convergence theorems for tail events.
• Expected utility theory without the completeness axiom.
• Stochastic bounds on sums of dependent risks
• A note on the family of extremality stochastic orders
• Risk aggregation with dependence uncertainty
• On Tournaments and negative dependence
• Some results on ruin probabilities in a two-dimensional risk model.
• A stochastic ordering for random variables with applications
• Orderings and Probability Functionals Consistent with Preferences
• Zonoids, linear dependence, and size-biased distributions on the simplex
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• Characterizations of Aging Classes in Terms of Spacings Between Record Values
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• Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
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• Some remarks on the supermodular order
• Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering
• The stochastic order of probability measures on ordered metric spaces
• Concentration order on a metric space, with some statistical applications
• A model of social welfare improving transfers
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution
• Optimal dividend payments for a two-dimensional insurance risk process
• Stochastic orders to approach investments in condor financial derivatives
• S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
• Stochastic inequalities based on Cobb-Douglas utility functions
• When is an integral stochastic order generated by a poset?
• Multidimensional inequality comparisons: a compensation perspective
• Time stochastic \(s\)-convexity of claim processes

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