EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search
  • On S-Convexity and Risk Aversi...
  • More details
Cover Image

On S-Convexity and Risk Aversion

Year of publication:
2001
Authors: Denuit, Michel ; Lefèvre, Claude ; Scarsini, Marco
Published in:
Theory and Decision. - Springer. - Vol. 50.2001, 3, p. 239-248
Publisher: Springer
Subject: Expected utility theory | Actuarial studies | s-convex pain functions | Stochastic s-convex orders | Recursive lotteries
Saved in:
  • More details
Extent:
text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005709867
    • EndNote
    • BibTeX
    • Zotero, Mendeley, RefWorks, ...
    • Text
Saved in favorites
    Similar items by subject
    • Agricultural risk management using NDVI pasture index-based insurance for livestock producers in south west Buenos Aires province

      Bacchini, Roberto Dario, (2015)

    • Agricultural risk management using NDVI pasture index-based insurance for livestock producers in south west Buenos Aires province

      Bacchini, Roberto Dario, (2015)

    • Exact cash-account deflator for the G2++ model

      Strati, Francesco, (2020)

    • More ...
    Similar items by person
    • Measuring the impact of dependence between claims occurrences

      Denuit, Michel, (2002)

    • On s-convex stochastic extrema for arithmetic risks

      Denuit, Michel, (1999)

    • Extremal generators and extremal distributions for the continuous s-convex stochastic orderings

      Denuit, Michel, (1999)

    • More ...
    A service of the
    zbw
    • Sitemap
    • Plain language
    • Accessibility
    • Contact us
    • Imprint
    • Privacy

    Loading...