Institute of Mathematical Statistics Lecture Notes - Monograph Series

Stochastic orders and decision under risk: Papers from the International Workshop held in Hamburg, May 16--20, 1989

Editor: K. Mosler
Editor: M. Scarsini

Lecture Notes--Monograph Series, Volume 19
Hayward, CA: Institute of Mathematical Statistics, 1991.
329 pp.

Subjects:

60-06 (primary)
62-06 (secondary)
Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215459838
Mathmatical Reviews number (MathSciNet): MR1196043
ISBN:0-940600-26-9

Copyright © 1991, Institute of Mathematical Statistics.

Front Cover and Title Pages

i-iv

Preface

v-vi

Acknowledgments

vii

Contributors

viii-ix

Lectures and Speakers at the Workshop

x-xii

Contents

xiii-xiv

Remarks on a random surface

D. B. Abraham, and C. M. Newman; 1-6

Stochastic order and martingale dynamics in multivariate life length models: a review

Elja Arjas, and Ilkka Norros; 7-24

Preservation and attenuation of inequality as measured by the Lorenz order

Barry C. Arnold; 25-37

Lorenz ordering of order statistics

Barry C. Arnold, and José A. Villaseñor; 38-47

Stochastic orders and their application to a unified approach to various concepts of dependence and association

Reinhard Bergmann; 48-73

Second order Bonferroni-type, product-type and setwise probability inequalities

Henry W. Block, Timothy Costigan, and Allan R. Sampson; 74-94

Optimal stopping of life-testing: use of stochastic orderings in the case of conditionally exponential lifetimes

Cristina Costantini, and Fabio Spizzichino; 95-103

Multivariate probability inequalities: convolution theorems, composition theorems, and concentration inequalities

Morris L. Eaton, and Michael D. Perlman; 104-122

Stochastic orderings in reliability

Karl-Walter Gaede; 123-140

Representation theorems for measures of location and for measures of dispersion

Alessandra Giovagnoli, and Giuliana Regoli; 141-156

Orderings of risks and their actuarial applications

Wolf-Rüdiger Heilmann, and Klaus J. Schröter; 157-173

Applications of likelihood ratio orderings in economics

Ian Jewitt; 174-189

Stochastic orders in welfare economics

Michel Le Breton; 190-206

Ordering regression models of Gaussian processes

Harald Luschgy; 207-230

Multivariate stochastic orderings and generating cones of functions

Albert W. Marshall; 231-247

Stochastic ordering for Markov processes on partially ordered spaces with applications to queueing networks

William A. Massey; 248-260

Some theory of stochastic dominance

Karl Mosler, and Marco Scarsini; 261-284

Bounds for distributions with multivariate marginals

Ludger Rüschendorf; 285-310

Repair policies and stochastic order

Thomas H. Savits; 311-319

Regular, sample path and strong stochastic convexity: a review

Moshe Shaked, and J. George Shanthikumar; 320-333

Stochastic orders and comparison of experiments

Erik Torgersen; 334-371

Expectation inequalities from convex geometry

Richard A. Vitale; 372-379

Concentration indices and concentration curves

Shlomo Yitzhaki, and Ingram Olkin; 380-392

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series