Dual utilities on risk aggregation under dependence uncertainty

Ruodu Wang, Zuo Quan Xu, Xun Yu Zhou

Year of publication:	2019
Authors:	Wang, Ruodu ; Xu, Zuo Quan ; Zhou, Xun Yu
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 4, p. 1025-1048
Subject:	Conditional joint mixability \| Dependence uncertainty \| Dual utility \| Pessimism effect \| Risk aggregation \| Risiko \| Risk \| Theorie \| Theory \| Aggregation \| Risikoaversion \| Risk aversion \| Nutzen \| Utility \| Entscheidung unter Unsicherheit \| Decision under uncertainty

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