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

✍ Scribed by Miguel A. Sordo


Book ID
108267574
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
295 KB
Volume
79
Category
Article
ISSN
0167-7152

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On the theory of high convexity stochast
✍ Michel Denuit; Claude LefΓ¨vre; Moshe Shaked πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 89 KB

The purpose of this note is two-fold. First we derive a simple condition under which two s-convex ordered random variables must be stochastically equal, and we indicate the potential usefulness of this result in statistics. Then we highlight the relationship between the canonical moments and the ext