Non-differentiable transformations preserving stochastic dominance
M. Denuit, L. Eeckhoudt and O. Jokung
| Year of publication: |
2013
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|---|---|
| Authors: | Denuit, Michel ; Eeckhoudt, Louis ; Jokung Nguena, Octave |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0160-5682, ZDB-ID 716033-1. - Vol. 64.2013, 9, p. 1441-1446
|
| Subject: | s-concavity | s-increasing concavity | divided differences | Ekern increase in risk | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Entscheidung unter Risiko | Decision under risk |
| 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/10009788603