Stochastic Orders Generated by Integrals: a Unified Study
From MaRDI portal
Publication:4374014
Recommendations
- Stochastic order characterization of uniform integrability and tightness
- Stochastic integration on partially ordered sets
- A note on convex ordering for stable stochastic integrals
- scientific article; zbMATH DE number 1664590
- scientific article; zbMATH DE number 605729
- Smooth generators of integral stochastic orders.
- Properties of some stochastic orders: A unified study
Cited in
(59)- From unidimensional to multidimensional inequality: a review
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
- Smooth generators of integral stochastic orders.
- Characterization of stochastic orders by \(L\)-functionals
- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
- Nonlinear continuous semimartingales
- Comparison of individual risk models
- Stochastic orderings of multivariate elliptical distributions
- Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
- General convex order on risk aggregation
- Stochastic ordering of variability measure estimators
- Duality theory and transfers for stochastic order relations
- Expectiles, omega ratios and stochastic ordering
- A stochastic order for the analysis of investments affected by the time value of money
- Positive Dependence and Weak Convergence
- Stop-loss order for portfolios of dependent risks
- On the stop-loss and total variation distances between random sums
- Bisimulation for Markov decision processes through families of functional expressions
- On the waiting times in queues with dependency between interarrival and service times
- Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups
- On order-isomorphisms of stochastic orders generated by partially ordered sets with applications to the analysis of chemical components of seaweeds
- The family of alpha,[a,b] stochastic orders: risk vs. expected value
- Supermodular Order and Lundberg Exponents
- Hessian orders and multinormal distributions
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
- Copula convergence theorems for tail events.
- Expected utility theory without the completeness axiom.
- On stochastic orders defined by other stochastic orders and transformations of probabilities
- Stochastic bounds on sums of dependent risks
- A note on the family of extremality stochastic orders
- Risk aggregation with dependence uncertainty
- Some results on ruin probabilities in a two-dimensional risk model.
- On Tournaments and negative dependence
- 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
- Laplace transform ordering of actuarial quantities.
- Characterizations of Aging Classes in Terms of Spacings Between Record Values
- Integral trimmed regions
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Supermodular functions on finite lattices
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
- scientific article; zbMATH DE number 125968 (Why is no real title available?)
- Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
- 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
- When is an integral stochastic order generated by a poset?
- S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
- Multidimensional inequality comparisons: a compensation perspective
- Stochastic inequalities based on Cobb-Douglas utility functions
- Time stochastic s-convexity of claim processes
This page was built for publication: Stochastic Orders Generated by Integrals: a Unified Study
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4374014)
