Ordered random vectors and equality in distribution

DOI10.1080/03461238.2013.807470zbMath1398.91320OpenAlexW3121455032MaRDI QIDQ4576795

Alexander G. Kukush, Daniël Linders, Jan Dhaene, Ka Chun Cheung

Publication date: 10 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/581494

zbMATH Keywords

expected utilitycomonotonicitysupermodular orderdistorted expectationconcordance order

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

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