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Two stochastic dominance criteria based on tail comparisons

  • Published:2017-06-19 Issue:6 Volume:33 Page:575-589
  • ISSN:1524-1904
  • Container-title:Applied Stochastic Models in Business and Industry
  • language:en
  • Short-container-title:Appl Stochastic Models Bus Ind

Author:

Mulero Julio1,Sordo Miguel A.2,de Souza Marilia C.2,Suárez-LLorens Alfonso2

Affiliation:

1. Dpto. Matemáticas; Universidad de Alicante, Facultad de Ciencias; Apartado de correos 99 Alicante 03080 Spain

2. Dpto. Estadística e Investigación Operativa; Universidad de Cádiz, Facultad de Ciencias; Avda. Rep. Saharaui s/n Puerto Real (Cádiz) 11510 Spain

Funder

Ministerio de Economía y Competitividad (Spain)

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modelling and Simulation

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Discrete-Time Insurance Models;Moscow University Mathematics Bulletin;2023-12

2. The Linear Skew-t Distribution and Its Properties;Stats;2023-02-23

3. A new stochastic dominance criterion for dependent random variables with applications;Insurance: Mathematics and Economics;2023-01

4. Модели страхования с дискретным временем;Вестник Московского университета. Серия 1: Математика. Механика;2023

5. On Partial Stochastic Comparisons Based on Tail Values at Risk;Mathematics;2020-07-18
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