On the relationship of location-independent riskier order to the usual stochastic order

Miguel A. Sordo

Statistics & Probability Letters, 2009, vol. 79, issue 2, 155-157

Abstract: Location-independent riskier order and its dual version, excess wealth order, compare random variables in terms of dispersion. In this note, we derive the relationship of both orders to the usual stochastic order. Some new properties of these orders are obtained as a consequence.

Date: 2009
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