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

Editor(s) K. Mosler, M. Scarsini

IMS Lecture Notes Monogr. Ser., 19: 329pp. (1991). DOI: 10.1214/lnms/1215459838

Abstract

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 19

329 pp.

Published: 1991

First available in Project Euclid: 7 July 2008

MathSciNet: MR1196043

Digital Object Identifier: 10.1214/lnms/1215459838

ISBN: 0940600269

Subjects:

Primary: 60-06

Secondary: 62-06

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Front Cover and Title Pages

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, i-iv (1991). Open Access

Preface

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, v-vi (1991). Open Access

Acknowledgments

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, vii-vii (1991). Open Access

Contributors

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, viii-ix (1991). Open Access

Lectures and Speakers at the Workshop

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, x-xii (1991). Open Access

Contents

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, xiii-xiv (1991). Open Access

Remarks on a random surface

D. B. Abraham , C. M. Newman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 1-6 (1991). https://doi.org/10.1214/lnms/1215459845 Open Access

KEYWORDS: 60K35, 60D05, 82B41

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

Elja Arjas , Ilkka Norros

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 7-24 (1991). https://doi.org/10.1214/lnms/1215459846 Open Access

KEYWORDS: 60G55, 60E15, 60K10, 90B25

Preservation and attenuation of inequality as measured by the Lorenz order

Barry C. Arnold

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 25-37 (1991). https://doi.org/10.1214/lnms/1215459847 Open Access

KEYWORDS: 60E05, 60E15, 62P20

Lorenz ordering of order statistics

Barry C. Arnold , José A. Villaseñor

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 38-47 (1991). https://doi.org/10.1214/lnms/1215459848 Open Access

KEYWORDS: 60E05, 60E15, 62G30

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

Reinhard Bergmann

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 48-73 (1991). https://doi.org/10.1214/lnms/1215459849 Open Access

KEYWORDS: 60E15

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

Henry W. Block , Timothy Costigan , Allan R. Sampson

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 74-94 (1991). https://doi.org/10.1214/lnms/1215459850 Open Access

KEYWORDS: 60E15

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

Cristina Costantini , Fabio Spizzichino

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 95-103 (1991). https://doi.org/10.1214/lnms/1215459851 Open Access

KEYWORDS: 60K10, 62N05

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

Morris L. Eaton , Michael D. Perlman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 104-122 (1991). https://doi.org/10.1214/lnms/1215459852 Open Access

KEYWORDS: 60E15, 62H10

Stochastic orderings in reliability

Karl-Walter Gaede

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 123-140 (1991). https://doi.org/10.1214/lnms/1215459853 Open Access

KEYWORDS: 60K10, 60E15, 60K20, 62N05, 90B25

Representation theorems for measures of location and for measures of dispersion

Alessandra Giovagnoli , Giuliana Regoli

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 141-156 (1991). https://doi.org/10.1214/lnms/1215459854 Open Access

KEYWORDS: 62C05, 62E10, 90A43

Orderings of risks and their actuarial applications

Wolf-Rüdiger Heilmann , Klaus J. Schröter

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 157-173 (1991). https://doi.org/10.1214/lnms/1215459855 Open Access

KEYWORDS: 62P05, 60E15

Applications of likelihood ratio orderings in economics

Ian Jewitt

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 174-189 (1991). https://doi.org/10.1214/lnms/1215459856 Open Access

KEYWORDS: 90A05, 90A09, 90A19

Stochastic orders in welfare economics

Michel Le Breton

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 190-206 (1991). https://doi.org/10.1214/lnms/1215459857 Open Access

KEYWORDS: 90A05, 90A10

Ordering regression models of Gaussian processes

Harald Luschgy

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 207-230 (1991). https://doi.org/10.1214/lnms/1215459858 Open Access

KEYWORDS: 62B15, 60G15

Multivariate stochastic orderings and generating cones of functions

Albert W. Marshall

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 231-247 (1991). https://doi.org/10.1214/lnms/1215459859 Open Access

KEYWORDS: 60E15, 26E99

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

William A. Massey

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 248-260 (1991). https://doi.org/10.1214/lnms/1215459860 Open Access

KEYWORDS: 60J25, 60E15, 60K25

Some theory of stochastic dominance

Karl Mosler , Marco Scarsini

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 261-284 (1991). https://doi.org/10.1214/lnms/1215459861 Open Access

KEYWORDS: 60E15, 90A05

Bounds for distributions with multivariate marginals

Ludger Rüschendorf

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 285-310 (1991). https://doi.org/10.1214/lnms/1215459862 Open Access

KEYWORDS: 60E15, 60E05, 62E99

Repair policies and stochastic order

Thomas H. Savits

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 311-319 (1991). https://doi.org/10.1214/lnms/1215459863 Open Access

KEYWORDS: 90B25, 60K10, 62N05

Regular, sample path and strong stochastic convexity: a review

Moshe Shaked , J. George Shanthikumar

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 320-333 (1991). https://doi.org/10.1214/lnms/1215459864 Open Access

KEYWORDS: 60E15

Stochastic orders and comparison of experiments

Erik Torgersen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 334-371 (1991). https://doi.org/10.1214/lnms/1215459865 Open Access

KEYWORDS: 62B15

Expectation inequalities from convex geometry

Richard A. Vitale

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 372-379 (1991). https://doi.org/10.1214/lnms/1215459866 Open Access

KEYWORDS: 60D05, 52A22, 60E15

Concentration indices and concentration curves

Shlomo Yitzhaki , Ingram Olkin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 19, 380-392 (1991). https://doi.org/10.1214/lnms/1215459867 Open Access

KEYWORDS: 90A19, 62H20

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