Stochastic Orders And Decision Under Risk
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Stochastic Orders And Decision Under Risk
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Author : Karl C. Mosler
language : en
Publisher: IMS
Release Date : 1991
Stochastic Orders And Decision Under Risk written by Karl C. Mosler and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Education categories.
Stochastic Orders And Decision Under Risk
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Author :
language : en
Publisher:
Release Date : 2008*
Stochastic Orders And Decision Under Risk written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008* with Decision making categories.
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Stochastic Orders And Their Applications
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Author : Moshe Shaked
language : en
Publisher:
Release Date : 1994
Stochastic Orders And Their Applications written by Moshe Shaked and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.
Stochastic orders and inequalities are being used at an accelerated rate in many diverse areas of probability and statistics. This book provides the first unified, systematic, and accessible treatment of stochasticorders, addressing the growing importance of these orders with the presentation of numerous results that illustrate their usefulness and applicability. Ten insightful chapters emphasize the applications by specialists in probability and statistics, economics, operations research, and reliability theory. Applications include multivariate variability, epidemics, comparisons of risk and risk aversion, scheduling, and systems reliability theory.
Stochastic Orders In Reliability And Risk
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Author : Haijun Li
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-22
Stochastic Orders In Reliability And Risk written by Haijun Li and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-22 with Mathematics categories.
Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis, and applications. These review/exploratory chapters present recent and current research on stochastic orders reported at the International Workshop on Stochastic Orders in Reliability and Risk Management, or SORR2011, which took place in the City Hotel, Xiamen, China, from June 27 to June 29, 2011. The conference’s talks and invited contributions also represent the celebration of Professor Moshe Shaked, who has made comprehensive, fundamental contributions to the theory of stochastic orders and its applications in reliability, queueing modeling, operations research, economics and risk analysis. This volume is in honor of Professor Moshe Shaked. The work presented in this volume represents active research on stochastic orders and multivariate dependence, and exemplifies close collaborations between scholars working in different fields. The Xiamen Workshop and this volume seek to revive the community workshop tradition on stochastic orders and dependence and strengthen research collaboration, while honoring the work of a distinguished scholar.
Stochastic Dominance
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Author : Haim Levy
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-08-25
Stochastic Dominance written by Haim Levy and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-08-25 with Business & Economics categories.
This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: the stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and considers how contradictions between these two approaches may occur.
Stochastic Dominance
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Author : G. A. Whitmore
language : en
Publisher:
Release Date : 1978
Stochastic Dominance written by G. A. Whitmore and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Business & Economics categories.
Theoretical foundations of stochastic dominance; Portfolio applications: empirical studies; Portfolio applications: computational aspects; Applications to financial management and capital markets; Applications in economic theory and analysis.
Stochastic Orders And Applications
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Author : Karl Mosler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Orders And Applications written by Karl Mosler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.
Stochastic Orders
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Author : Moshe Shaked
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-04-03
Stochastic Orders written by Moshe Shaked and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-03 with Mathematics categories.
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Economic And Financial Decisions Under Risk
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Author : Louis Eeckhoudt
language : en
Publisher: Princeton University Press
Release Date : 2011-10-30
Economic And Financial Decisions Under Risk written by Louis Eeckhoudt and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-30 with Business & Economics categories.
An understanding of risk and how to deal with it is an essential part of modern economics. Whether liability litigation for pharmaceutical firms or an individual's having insufficient wealth to retire, risk is something that can be recognized, quantified, analyzed, treated--and incorporated into our decision-making processes. This book represents a concise summary of basic multiperiod decision-making under risk. Its detailed coverage of a broad range of topics is ideally suited for use in advanced undergraduate and introductory graduate courses either as a self-contained text, or the introductory chapters combined with a selection of later chapters can represent core reading in courses on macroeconomics, insurance, portfolio choice, or asset pricing. The authors start with the fundamentals of risk measurement and risk aversion. They then apply these concepts to insurance decisions and portfolio choice in a one-period model. After examining these decisions in their one-period setting, they devote most of the book to a multiperiod context, which adds the long-term perspective most risk management analyses require. Each chapter concludes with a discussion of the relevant literature and a set of problems. The book presents a thoroughly accessible introduction to risk, bridging the gap between the traditionally separate economics and finance literatures.
Stochastic Dominance
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Author : Haim Levy
language : en
Publisher: Springer
Release Date : 2008-11-01
Stochastic Dominance written by Haim Levy and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-01 with Business & Economics categories.
This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: the stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and considers how contradictions between these two approaches may occur.