Stochastic dominance with respect to a capacity and risk measures
DOI10.1515/STRM-2014-1167zbMATH Open1310.60015OpenAlexW1557659630MaRDI QIDQ490348FDOQ490348
Publication date: 22 January 2015
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/strm-2014-1167
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06) Inequalities; stochastic orderings (60E15) Fuzzy measure theory (28E10)
Cited In (12)
- Stochastic ordering by \(g\)-expectations
- When a combination of convexity and continuity forces monotonicity of preferences
- Uncertainty orders on the sublinear expectation space
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
- What attitudes to risk underlie distortion risk measure choices?
- Quantile-Based Risk Sharing
- Hardy-Littlewood's inequalities in the case of a capacity
- A stochastic dominance approach to financial risk management strategies
- Operational asymptotic stochastic dominance
- Representation theorems for WVaR with respect to a capacity
- \( G\)-expectation approach to stochastic ordering
- Dual Stochastic Dominance and Related Mean-Risk Models
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