A separation theorem for the weak s-convex orders
Michel Denuit; Liqun Liu; Jack Meyer
| Year of publication: |
2014
|
|---|---|
| Authors: | Denuit, Michel ; Liu, Liqun ; Meyer, Jack |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 279-284
|
| Subject: | Integrated right and left tails | Upper and lower partial moments | Stationary excess operator | Khinchine representation | Risk increase | Risk aversion | Theorie | Theory | Risiko | Risk | Risikoaversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469999