Comparison Methods for Stochastic Models and Risks (Wiley Series in Probability and Statistics)

Rating:
Summary: A new bible on stochastic orders
Review: This wonderful book is posed to become THE reference on the subject of stochastic orders. It replaces a good but a bit outdated book by Shaked and Shanthikumar and even more outdated book by Stoyan. A great improvement over these two books is a large section devoted to applications of stochastic orders to a variety of practical models. I also liked concise diagrams showing relations among various orders as well as examples of distributions that can be ordered. This is definitely the most comprehensive reference that exists today.