Search Results - subject:"Convex transform order"

Stochastic orders and distortion risk contribution ratio measures

Zhang, Yiying - In: Insurance : mathematics and economics 118 (2024), pp. 104-122

Persistent link: https://www.econbiz.de/10015067027

Ranking Asymmetric Auctions using the Dispersive Order

Kirkegaard, Rene - Department of Economics and Finance, College of … - 2011

The revenue ranking of asymmetric auctions with two heterogenous bidders is examined. The main theorem identifies a general environment in which the first-price auction is more profitable than the second-price auction. By using mechanism design techniques, the problem is simplified and several...

Persistent link: https://www.econbiz.de/10008852529

Optimal bounds on expectations of order statistics and spacings from nonparametric families of distributions generated by convex transform order

Goroncy, Agnieszka; Rychlik, Tomasz - In: Metrika 78 (2015) 2, pp. 175-204

> </InlineEquation> in the convex transform order. In particular, if <InlineEquation ID="IEq4"> <EquationSource Format …:xlink="http://www.w3.org/1999/xlink"> <mi>W</mi> </math> </EquationSource> </InlineEquation> in the convex transform order. We also …

Persistent link: https://www.econbiz.de/10011151398

On the convex transform and right-spread orders of smallest claim amounts

Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh - In: Insurance / Mathematics & economics 64 (2015), pp. 380-384

Persistent link: https://www.econbiz.de/10011398109

Stochastic comparisons of series systems with heterogeneous Weibull components

Fang, Longxiang; Zhang, Xinsheng - In: Statistics & Probability Letters 83 (2013) 7, pp. 1649-1653

smallest order statistic Y1:n according to the convex transform order. Secondly, we prove that λ≥(1n∑i=1nλiα)1α implies Y1:n …

Persistent link: https://www.econbiz.de/10011039929