47
Views
4
CrossRef citations to date
0
Altmetric
Original article

Some new conditions for the increasing convex comparison of risks

Pages 38-47 | Received 02 Jan 1995, Published online: 22 Dec 2011

References

  • Alzaid , A. , Kim , J. S. and Proschan , F. 1991 . Laplace ordering and its applications . J. Appl. Probab. , 28 : 116 – 130 .
  • Arnold , B. C. 1987 . Majorization and the Lorenz order: A brief introduction , Berlin : Springer-Verlag .
  • Arnold , B. C. and Villaseiior , J. A. 1986 . Lorenz ordering of means and medians . Statistics and Probability Letters , 4 : 47 – 49 .
  • Gerber , H. U. 1981 . An introduction to mathematical risk theory , Philadelphia : Huebner Foundations Monograph .
  • Goovaerts , M. J. , Kaas , R. , van Heerwaarden , A. E. and Bauwelinckx , T. 1990 . Effective actuarial methods , Amsterdam : North-Holland .
  • Goovaerts , M. J. , Vanderbroeck , M. and Kaas , R. 1986 . Ordering of risks and weighted compound distributions . Statistica Neerlandica , 40 : 273 – 282 .
  • Hanoch , G. and Levy , H. 1969 . The efficiency analysis of choices involving risk . Review of Economics Studies , 36 : 335 – 346 .
  • Jean-Marie , A. and Liu , Z. 1992 . Stochastic comparisons for queueing models via random sums and intervals . Adv. in Appl. Probab. , 24 : 960 – 985 .
  • Pellerey , F. and Shaked , M. 1993 . Stochastic comparison of some wear processes . Probability in the Engineering and Informational Sciences , 7 : 421 – 435 .
  • Pellerey , F. 1995 . Technical report , Urbino , , (PS) Italy : Istituto di Biomatematica, Universita di Urbino . 61029
  • Ross , S. M. 1983 . Stochastic processes , New York : Wiley .
  • Ross , S. M. and Schechner , Z. 1984 . Some reliability applications of the variability ordering . Operations Research , 32 : 679 – 687 .
  • Rotschild , M. and Stiglitz , J. E. 1970 . Increasing risk; I. A definition . Journal of Economic Theory , 2 : 225 – 243 .
  • Rotschild , M. and Stiglitz , J. E. 1971 . Increasing risk; II. Its economic consequences . Journal of Economic Theory , 3 : 66 – 84 .
  • Stoyan , D. 1983 . Comparison methods for queues and other stochastic models , New York : John Wiley & Sons .
  • Thistle , P. D. 1993 . Negative moments, risk aversion, and stochastic dominance . J Financ Quant Anal , 28 : 301 – 311 .
  • Von Neumann , J. and Morgenstern , O. 1967 . Theory of games and economic behaviour , New York : John Wiley & Sons .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.