Chateauneuf, A.; Wilthien, P.-H. - Centre de recherche de mathématiques et économie … - 1999
In this paper, we show that the third inverse stochastic dominances introduced by Muliere and Scarsini (1989) is nicely connected with the Yaari's dual model. We show especially that the third inverse stochastic dominance is closely linked with the non-negativity of third derivative of the...