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math.PR2022
A Characterization of the n-th Degree Bounded Stochastic Dominance
Bar Light, Andres Perlroth
We provide a novel characterization of the -th degree bounded stochastic dominance (BSD) order, linking it to the risk tolerance of decision-makers and providing a decision-theo…
math.PR2019
The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value
Bar Light, Andres Perlroth
In this paper we provide a novel family of stochastic orders that generalizes second order stochastic dominance, which we call the -concave stochastic orders. These stocha…