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Showing 1 to 5 of 5 for “"Stochastic Orders"”.

  1. Stochastic Orders Applied to Insurance and Economics

    … of decision-making processes is often due to the stochastic nature of the random variables involved. Stochastic Ordering Theory, which addresses the problem of the comparison between two random variables (or vectors), arises as a robust tool for decision-making under uncertainty. In Financial Risk …

    cadiz Repository record for Stochastic Orders Applied to Insurance and Economics (opens in a new tab)

  2. Contributions to the theory of stochastic orders

    … adds some new results to the theory of stochastic orders. Chapter 1 contains definitions and known results that are related to our study. In Chapter 2, we introduce two new stochastic orders based on ratios of Laplace transforms, and study various properties of the new orders. Among the …

    arizona-thes Repository record for Contributions to the theory of stochastic orders (opens in a new tab)

  3. Comparative Statics Analysis of Some Operations Management Problems

    … and linking those properties to the concept of stochastic orders relationship. The use of stochastic orders allows us to establish our main results without restriction to a specific distribution. A major strength of our approach is that it is "scalable," i.e., it applies to capacity investment …

    vt Repository record for Comparative Statics Analysis of Some Operations Management Problems (opens in a new tab)

  4. Análisis de sensibilidad bayesiana a través de clases de distribuciones a priori: teoría y aplicaciones

    … useful tools: the univariate and multivariate stochastic orders and the distortion functions. First, stochastic orderings are specially important, providing information about how two distributions can be compared depending on what we are looking for. For example, the simplest one is by …

    cadiz Repository record for Análisis de sensibilidad bayesiana a través de clases de distribuciones a priori: teoría y aplicaciones (opens in a new tab)