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First Order Stochastic Dominance in Truncated Pareto Distributions 被引量:1

First Order Stochastic Dominance in Truncated Pareto Distributions
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出处 《通讯和计算机(中英文版)》 2011年第3期222-224,共3页 Journal of Communication and Computer
关键词 截断 优势 随机 一阶 Pareto distribution, stochastic dominance, truncated distribution.
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参考文献5

  • 1B. Lambrechta, W. Perraudinb, Real options and preemption under incomplete information, Journal of Economic Dynamics and Control 27 (2003) 19-643.
  • 2R. Hogg, S. Klugman, Loss Distributions, Wiley, New York, 1984.
  • 3I.B. Aban., M.M. Meerschaert, A.K. Panorska, Parameter estimation for the truncated pareto distribution, Journal of the American Statistical Association 101 (2006) 270-277.
  • 4L. Zaninetti, M. Ferraro, On the truncated Pareto distribution with applications, Central European Journal of Physics 6 (2008) 1-6.
  • 5H. Levy, Stochastic dominance and expected utility: survey and analysis, Management Science 38 (1992) 555-593.

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