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Stochastic orders in the Bayesian framework

Author

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  • Marek Męczarski

    (Warsaw School of Economics)

Abstract

We give a review and a cross section of stochastic ordering problems from the Bayesian point of view – the stochastic ordering of posterior distributions, marginal distributions of data and predictive distributions under order assumptions on sampling distributions and prior distributions. The importance for risk theory and application to actuarial problems are commented.

Suggested Citation

  • Marek Męczarski, 2015. "Stochastic orders in the Bayesian framework," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 37, pages 339-360.
    • Handle: RePEc:sgh:annals:i:37:y:2015:p:339-360
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