Stochastic orders generated by generalized convex functions

MaRDI QIDQ2751340zbMATH OpenFDO

Authors Alfred Müller

Publication date 8 April 2002

zbMATH Keywords

individual decisions under riskstochastic order relations

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Convexity of real functions of several variables, generalizations (26B25) Inequalities; stochastic orderings (60E15)

Review text

The author surveys the use of various concepts of generalized convex and concave functions in the theory of stochastic order relations. The use of the so-called \((a,b)\)-concave, antistarshaped, \(t\)-quasiunimodal, and increasing quasiconcave functions is included in the survey. Some applications in the theory of individual decisions under risk are described. For the entire collection see [Zbl 0961.00019].

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Cited in

(6)

• Stochastic orders and their applications in financial optimization
• Inverse stochastic orders and generalized Gini functionals
• Ordering results for elliptical distributions with applications to risk bounds
• Stochastic Orders Generated by Integrals: a Unified Study
• On Some Recent Applications of Stochastic Convex Ordering Theorems to Some Functional Inequalities for Convex Functions: A Survey
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES

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