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  • An Empirical Method of Comparing Risks using Stochastic Dominance
    An Empirical Method of Comparing Risks using Stochastic Dominance This paper presents a method of testing second-order stochastic dominance of risks. This methodology allows risks to be partially ...

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    • Authors: H Tolley, MICHAEL RENE KOSOROK
    • Date: Oct 1989
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Transactions of the SOA
    • Topics: Enterprise Risk Management>Risk appetite