Stochastic Orders

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ISBN-13:
9780387329154
Erscheinungsdatum:
01.10.2006
Seiten:
496
Autor:
Moshe Shaked
Gewicht:
919 g
Format:
241x159x35 mm
Serie:
Springer Statistics
Sprache:
Englisch
Beschreibung:

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.
This reference text presents a 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 of study. And the value of the other notions of stochastic orderings still needs to be explored further.
Univariate Stochastic Orders.- Mean Residual Life Orders.- Univariate Variability Orders.- Univariate Monotone Convex and Related Orders.- The Laplace Transform and Related Orders.- Multivariate Stochastic Orders.- Multivariate Variability and Related Orders.- Stochastic Convexity and Concavity.- Positive Dependence Orders.
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. It is an ideal reference for anyone interested in decision making under uncertainty.

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