THE COMPARATIVE STATICS OF SHIFTS IN RISK

DOI10.15807/JORSJ.40.522MaRDI QIDQ4399707zbMATH OpenOpenAlexFDO

Authors Yoshitaka Sakagami

Publication date 28 July 1998

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.40.522

zbMATH Keywords

monotone generalized probability ratioshifts in riskstochastic orderthird-degree stochastic dominance

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

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(6)

• Left-side relatively weak increases in risk and their comparative statics
• Comparative statics of cell phone plans
• A model of comparative statics for changes in stochastic returns with dependent risky assets
• The German and Italian contributions to exposed to risk: A historical review
• The subclasses of first-degree stochastic dominance (FSD) shifts and their comparative statics
• Some relationships among FSD shifts and R-S increases in risk

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