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Remarks on Equality of Two Distributions under Some Partial Orders
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作者 Chuan-cun YIN 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第2期274-280,共7页
In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate ... In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered. 展开更多
关键词 COMONOTONICITY convex order distortion risk measure expected utility stop-loss order super-modular order
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