Laniado, Henry; Lillo, Rosa E.; Pellerey, Franco; Romo, Juan - In: Insurance: Mathematics and Economics 51 (2012) 1, pp. 1-9
In this paper, we introduce a new multivariate stochastic order that compares random vectors in a direction which is determined by a unit vector, generalizing the previous upper and lower orthant orders. The main properties of this new order, together with its relationships with other...