Stochastic Orders and Applications A Classified Bibliography
A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog
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401
Karl Mosler Marco Scarsini
Stochastic Orders and Applications A Classified Bibliography
With the Collaboration of Rainer Dyckerhoff and Hartmut Holz
Springer-Verlag Berlin Heidelberg New York London Paris Tokyo Hong Kong Barcelona Budapest
Authors Prof. Dr. Karl Mosler Universitiit der Bundeswehr Hamburg Fachbereich Wirtschafts- und Organisationswissenschaften Holstenhofweg 85, D-22043 Hamburg, FRG Prof. Dr. Marco Scarsini Via Codogno 10,1-20139 Milano, Italy
Printed with the support of Universitiit der Bundeswehr Hamburg and Gesellschaft der Freunde und Forderer der Universitiit der Bundeswehr Hamburg
ISBN 978-3-540-56956-5 DOl 10.1007/978-3-642-49972-2
ISBN 978-3-642-49972-2 (eBook)
Library of Congress Cataloging-in-Publication Data. Mosler, Karl c., 1947Stochastic orders and applications: a classified bibliography / Karl Mosler, Marco Scarsini. p. cm. - (Lecture notes in economics and mathematical systems; 401) Includes bibliographical references and index. ISBN 978-3-540-56956-5 1. Stochastic processes-Bibliography. 2. Econometrics-Bibliography. 3. Social sciences-Statistical methods-Bibliography. I. Scarsini, M. (Marco) II. Title. III. Series. Z6654.S86M67 1993 [QA274] 016.519-dc20 93-8817 CIP This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law.
© Springer-Verlag Berlin Heidelberg 1993 Typesetting: Camera ready by authors 42/3140-543210 - Printed on acid-free paper
Contents Introduction
1
Main List (by authors)
7
227
Field Lists GMT: General Mathematical Theory
227
MAJ: Majorization
241
ECT: Economic Theory
245
INM: Inequality Measurement
248
FIN: Finance
254
INS:
DEM: Decision Methodology
260 262 273
SEC: Special Applications in Economics
274
MPR: Mathematical Programming QUE: Queueing
276 278
REL: Reliability
289
OOR: Other Applications in Operations Research
304
STP: Stochastic Processes
307
DEP: Dependence of Random Variables
315
PRI: Probability Inequalities
324
OPR: Other Applications in Probability
332
TES: Statistical Tests
337
EST: Statistical Estimation
345
SEL: Statistical Selection, Ranking, and Classification
351
EXP: Experimental Design
353
OST: Other Applications in Statistics
356
MPH: Mathematical Physics
360
OTH: Other Applications
362
COM: Algorithms and Computation
363
Insurance
CHR: Choice under Risk
Appendix: Supplementary List (Publications after 1992 and recent grey literature)
365
Introduction A bibliography on stochastic orderings. Was there a real need for it? In a time of referenc
