Non-differentiable transformations preserving stochastic dominance
Year of publication: |
2013
|
---|---|
Authors: | Denuit, Michel ; Eeckhoudt, Louis ; Jokung Nguena, Octave |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, 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 |
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