Comparison Methods for Stochastic Models and Risks

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How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Stochastic Orders and Risk Measures: Consistency and Bounds (2006, unknown): “Otherwise there is a unique point a , where the functions t 7→ π X ( t ) and t 7→ EY − t cross.”
Distorted Copulas: Constructions and Tail Dependence (2010, background): “…from Chan, Proschan, and Sethuraman (1990), where different assumptions are given on the functions and (see also Mehmet and Yalçın, 2007), and from Müller and Stoyan (2002) and Shaked and Shanthikumar (2007), where this order is considered under different names (e.g., likelihood ratio order).”
Copulas: A Review and Recent Developments (2006, unknown): “Because of space limitations, it was impossible even to comment on the difficulties with copulas associated with discrete multivariate distributions; the important aspects in copula theory related to stochastic ordering, e.g., Müller and Stoyan[87]; graphical techniques, e.g., Genest and Boies[62]; ”
Empirical Dynamic Programming (2013, methodology): “Stochastic dominance, the notion of an order on the space of random variables, is a well developed tool (see [30, 40] for a comprehensive study).”