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Multivariate almost stochastic dominance

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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008  180702e20180601usa|||p |0|||b|eng d
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100  ‎$0‎MAPA20180009372‎$a‎Tsetlin, Ilia
24510‎$a‎Multivariate almost stochastic dominance‎$c‎Ilia Tsetlin, Robert L. Winkler
520  ‎$a‎Almost stochastic dominance allows small violations of stochastic dominance rules to avoid situations where most decision makers prefer one alternative to another but stochastic dominance cannot rank them. We present the concepts of multivariate almost stochastic dominance and multivariate almost nth-degree risk and their connections with a preference for combining good with bad. Then, we show how a preference for combining good with bad can be applied to obtain various comparative statics results, and we extend our approach to risk-prone (convex) stochastic dominance, which relates to the opposite preference, for combining good with good and bad with bad
650 4‎$0‎MAPA20090039629‎$a‎Riesgo actuarial
650 4‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
650 4‎$0‎MAPA20080586447‎$a‎Modelo estocástico
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080592011‎$a‎Modelos actuariales
7001 ‎$0‎MAPA20150011510‎$a‎Winkler, Robert L.
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Nueva York : The American Risk and Insurance Association, 1964-‎$x‎0022-4367‎$g‎01/06/2018 Volumen 85 Número 2 - junio 2018 , p. 431-445