Stochastic orders in the Bayesian framework

Marek Męczarski
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Marek Męczarski: Warsaw School of Economics

Collegium of Economic Analysis Annals, 2015, issue 37, 339-360

Abstract: We give a review and a cross section of stochastic ordering problems from the Bayesian point of view – the stochastic ordering of posterior distributions, marginal distributions of data and predictive distributions under order assumptions on sampling distributions and prior distributions. The importance for risk theory and application to actuarial problems are commented.

Keywords: usual stochastic order; dispersive order; likelihood ratio order; increasing convex (stop-loss) order; weighted distributions; prior distributions; posterior distributions; predictive distributions; risk theory (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:sgh:annals:i:37:y:2015:p:339-360

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