On conditional stochastic ordering of distributions

DOI10.2307/1427511zbMath0719.60018OpenAlexW4246705187MaRDI QIDQ5751658

Ludger Rüschendorf

Publication date: 1991

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

Full work available at URL: https://doi.org/10.2307/1427511

zbMATH Keywords

stochastic orderingassociationmonotone likelihood ratiomaximal inequalitiesordering of conditional expectations

Mathematics Subject Classification ID

Distribution theory (60E99)

Related Items (5)

Stochastic ordering of classical discrete distributions ⋮ On distribution-free safe layer-additive pricing ⋮ Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks ⋮ On Stop-Loss Order and the Distortion Pricing Principle ⋮ Conditional variability ordering of distributions

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