The s-convex orders among real random variables, with applications
(1998) Mathematical Inequalities and Applications — Vol. 1, n° 4, p. 585-613 (1998)
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- Abstract
- In this paper, newclasses of stochastic order relations are introduced. These can be seen as extensions of the usual convex order and are closely related to the orderings discussed inLef`evre and Utev (1996), as well as to the stochastic dominances in economics and stop-loss orders in actuarial sciences. These classes are studied in detail, including properties, characterizations, sufficient conditions, and extrema with respect to these orderings in different sets of distribution functions. Some applications illustrate the theory.
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Denuit, M., Lefèvre, C., & Shaked, M. (1998). The s-convex orders among real random variables, with applications. Mathematical Inequalities and Applications, 1(4), 585-613. https://hdl.handle.net/2078.5/86629 (Original work published 1998)