Integrated Distribution Function Criteria
Integrated Distribution Function Criteria is a formal framework within stochastic dominance analysis that integrates successive cumulative distribution functions to establish dominance relations by comparing their iterated integrals, thereby extending the standard stochastic orderings to higher orders through a systematic transformation of the underlying distribution functions.
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204
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5
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4
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2017–2026
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Stochastic orders and risk measures: Consistency and bounds
Nicole Bäuerle, Alfred Müller · Insurance Mathematics and Economics · 2005 · 144 citations · Full text
Business, Finance, Mathematics +14
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Merck & Co., Inc., Rahway, NJ, USA (United States), United States
1 publications · 60 citations
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University of Oxford
Oxford, United Kingdom
1 h-index
2 publications
120 citations
Karlsruhe Institute of Technology
Karlsruhe, Germany
1 h-index
1 publications
144 citations
Oxford Health NHS Foundation Trust
Oxford, United Kingdom
1 h-index
1 publications
60 citations

Leibniz University Hannover
Hanover, Germany
1 h-index
1 publications
144 citations
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1 publications · 60 citations
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1 publications · 144 citations
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1 publications · 23 citations
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