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A separation theorem for the weak s-convex orders

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  • Denuit, Michel
  • Liu, Liqun
  • Meyer, Jack

Abstract

The present paper extends to higher degrees the well-known separation theorem decomposing a shift in the increasing convex order into a combination of a shift in the usual stochastic order followed by another shift in the convex order. An application in decision making under risk is provided to illustrate the interest of the result.
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Suggested Citation

  • Denuit, Michel & Liu, Liqun & Meyer, Jack, 2014. "A separation theorem for the weak s-convex orders," LIDAM Reprints ISBA 2014043, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2014043
    Note: In : Insurance: Mathematics and Economics, vol. 59, p. 279-284 (2014)
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    Cited by:

    1. Liu, Liqun & Meyer, Jack, 2025. "Almost stochastic dominance: Magnitude constraints on risk aversion," Insurance: Mathematics and Economics, Elsevier, vol. 122(C), pages 82-90.

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