Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - HAL - 2004
This article presents various notions of risk generated by the intuitively appealing single-crossing operations between distribution functions. These stochastic orders, Bickel & Lehmann dispersion or (its equal-mean version) Quiggin's monotone mean-preserving increase in risk and Jewitt's...