Dilatation monotonicity and convex order

Dilatation monotonicity and convex order

We study, for functions and sets, the relation between law invariance, preserving the convex or uniform order, and dilatation monotonicity based on duality arguments.

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Veröffentlicht in:Mathematics and financial economics 2014-06, Vol.8 (3), p.241-247
1. Verfasser: Svindland, Gregor
Format: Artikel
Sprache:eng
Schlagworte:
Applications of Mathematics
Convex analysis
Dilatation
Economic theory
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Expected utility
Finance
Functions (mathematics)
Insurance
Invariance
Law
Macroeconomics/Monetary Economics//Financial Economics
Management
Mathematical analysis
Mathematical functions
Mathematics
Mathematics and Statistics
Preferences
Preserving
Probability distribution
Quantitative Finance
Random variables
Statistics for Business
Studies
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Beschreibung
Zusammenfassung:We study, for functions and sets, the relation between law invariance, preserving the convex or uniform order, and dilatation monotonicity based on duality arguments.
ISSN:1862-9679
1862-9660
DOI:10.1007/s11579-013-0112-y