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Supermodular Functions on Finite Lattices
dc.contributor.authorPromislow, S. Daviden_US
dc.contributor.authorYoung, Virginia R.en_US
dc.date.accessioned2006-09-08T21:20:14Z
dc.date.available2006-09-08T21:20:14Z
dc.date.issued2005-11en_US
dc.identifier.citationPromislow, S. David; Young, Virginia R.; (2005). "Supermodular Functions on Finite Lattices." Order 22(4): 389-413. <http://hdl.handle.net/2027.42/43343>en_US
dc.identifier.issn0167-8094en_US
dc.identifier.issn1572-9273en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/43343
dc.description.abstractThe supermodular order on multivariate distributions has many applications in financial and actuarial mathematics. In the particular case of finite, discrete distributions, we generalize the order to distributions on finite lattices. In this setting, we focus on the generating cone of supermodular functions because the extreme rays of that cone (modulo the modular functions) can be used as test functions to determine whether two random variables are ordered under the supermodular order. We completely determine the extreme supermodular functions in some special cases.en_US
dc.format.extent404631 bytes
dc.format.extent3115 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherKluwer Academic Publishers; Springer Science+Business Media, Inc.en_US
dc.subject.otherConvex Conesen_US
dc.subject.otherExtreme Raysen_US
dc.subject.otherSupermodular Functionsen_US
dc.subject.otherOrdering Random Variablesen_US
dc.subject.other52A20 (Secondary)en_US
dc.subject.other06B99 (Primary)en_US
dc.titleSupermodular Functions on Finite Latticesen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelAmerican and Canadian Studiesen_US
dc.subject.hlbtoplevelSocial Sciencesen_US
dc.subject.hlbtoplevelHumanitiesen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Mathematics, University of Michigan, Ann Arbor, MI, 48109, USA,en_US
dc.contributor.affiliationotherDepartment of Mathematics and Statistics, York University, Toronto, ON, M3J 1P3, Canada,en_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/43343/1/11083_2005_Article_9026.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1007/s11083-005-9026-5en_US
dc.identifier.sourceOrderen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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