CAJ | 학술논문

在本文中,我们讨论了实值随机变量的高阶随机序问题.基于生存函数和分布函数的n阶序我们给出了实值风险的n阶停止-损失序一个更明朗的、更确切的刻画.进一步的,我们研究了基于不同效用函数的三种高阶经济序,我们得到了这些序之间的关系和性质.
재본문중,아문토론료실치수궤변량적고계수궤서문제.기우생존함수화분포함수적n계서아문급출료실치풍험적n계정지-손실서일개경명랑적、경학절적각화.진일보적,아문연구료기우불동효용함수적삼충고계경제서,아문득도료저사서지간적관계화성질.
In this paper,we discuss about the high degree stochastic order of real-valued random variables.We generate new and elegant characters for the nth stop-loss order over the real-valued risks,based on which the nth order both on survival function and on distribution function are achieved.Furthermore,we study three high degree economic orders that based on different utility functions,the relations and properties of these orders are obtained.