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)
Mathmatical Reviews number (MathSciNet): MR1196043
ISBN:0-940600-26-9
Copyright © 1991, Institute of Mathematical Statistics.
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
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
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
Bounds for distributions with multivariate marginals
Ludger Rüschendorf; 285-310
Regular, sample path and strong stochastic convexity: a review
Moshe Shaked, and J. George Shanthikumar; 320-333
Concentration indices and concentration curves
Shlomo Yitzhaki, and Ingram Olkin; 380-392
Institute of Mathematical Statistics Lecture Notes - Monograph Series