Abstract By analogy with the classical case of a probability measure, we extend the notion of increasing convex (concave) stochastic dominance relation to the case of a normalized monotone (but not necessarily additive) set function also called a capacity. We give different characterizations...

Pursuing our previous work in which the classical notion of increasing convex stochastic dominance relation with respect to a probability has been extended to the case of a normalised monotone (but not necessarily additive) set function also called a capacity, the present paper gives a...

In an analogous way to the classical case of a probability measure, we extend the notion of an increasing convex (concave) stochastic dominance relation to the case of a normalised monotone (but not necessarily additive) set function also called a capacity. We give different characterizations of...