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Volumn 79, Issue 2, 2009, Pages 155-157

On the relationship of location-independent riskier order to the usual stochastic order

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EID: 57149141022     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.07.033     Document Type: Article
Times cited : (10)

References (13)
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    • A characterization of the dilation order and its applications
    • Fagiuoli E., Pellerey F., and Shaked M. A characterization of the dilation order and its applications. Statist. Papers 40 (1999) 393-406
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    • Fagiuoli, E.1    Pellerey, F.2    Shaked, M.3
  • 4
    • 0032373218 scopus 로고    scopus 로고
    • Partial orderings of distributions based on right-spread functions
    • Fernández-Ponce J.M., Kochar S.C., and Muñoz-Perez J. Partial orderings of distributions based on right-spread functions. J. Appl. Probab. 35 (1998) 221-228
    • (1998) J. Appl. Probab. , vol.35 , pp. 221-228
    • Fernández-Ponce, J.M.1    Kochar, S.C.2    Muñoz-Perez, J.3
  • 5
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    • Choosing between risky prospects: The characterization of comparative statics results, and location independent risk
    • Jewitt I. Choosing between risky prospects: The characterization of comparative statics results, and location independent risk. Manage. Sci. 35 (1989) 60-70
    • (1989) Manage. Sci. , vol.35 , pp. 60-70
    • Jewitt, I.1
  • 6
    • 0013388017 scopus 로고
    • The generating process and an extension of Jewitt's location independent risk concept
    • Landsberger M., and Meilijson I. The generating process and an extension of Jewitt's location independent risk concept. Manage. Sci. 40 (1994) 662-669
    • (1994) Manage. Sci. , vol.40 , pp. 662-669
    • Landsberger, M.1    Meilijson, I.2
  • 7
    • 34447516655 scopus 로고    scopus 로고
    • A general family of univariate stochastic orders
    • Li X., and Shaked M. A general family of univariate stochastic orders. J. Statist. Plann. Inference 137 (2007) 3601-3610
    • (2007) J. Statist. Plann. Inference , vol.137 , pp. 3601-3610
    • Li, X.1    Shaked, M.2
  • 9
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    • Dispersive ordering of distributions
    • Shaked M. Dispersive ordering of distributions. J. Appl. Probab. 19 (1982) 310-320
    • (1982) J. Appl. Probab. , vol.19 , pp. 310-320
    • Shaked, M.1
  • 12
    • 43849101551 scopus 로고    scopus 로고
    • Characterizations of classes of risk measures by dispersive orders
    • Sordo M.A. Characterizations of classes of risk measures by dispersive orders. Insurance Math. Econom. 42 (2008) 1028-1034
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    • Characterizations of stochastic orders by L-functionals
    • Sordo M.A., and Ramos M.A. Characterizations of stochastic orders by L-functionals. Statist. Papers 48 (2007) 249-263
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    • Sordo, M.A.1    Ramos, M.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.