On the second-order excess wealth order and its properties

DOI10.1017/s0269964821000516zbMath1518.91043OpenAlexW4210269581MaRDI QIDQ6104952

Vali Zardasht

Publication date: 16 June 2023

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964821000516

zbMATH Keywords

reliability measuresexcess wealth ordervariability ordersrisk comparing criterionsecond-order absolute Lorenz ordertail variability

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Risk models (general) (91B05)

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