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  • Search: subject:"Stationary-excess operator"
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Year of publication
Subject
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Integrated right and left tails 2 Khinchine representation 2 Risk aversion 2 Risk increase 2 Stationary excess operator 2 Upper and lower partial moments 2 Discrete and continuous versions 1 Extremal distributions 1 Insurance risks 1 Risiko 1 Risikoaversion 1 Risk 1 Stationary-excess operator 1 Theorie 1 Theory 1 s-convex stochastic orders 1 t-monotone distributions 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Denuit, Michel 2 Liu, Liqun 2 Meyer, Jack 2 Lefèvre, Claude 1 Loisel, Stéphane 1
Institution
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HAL 1
Published in...
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Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 Post-Print / HAL 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Stationary-excess operator and convex stochastic orders
Lefèvre, Claude; Loisel, Stéphane - HAL - 2010
The present paper aims to point out how the stationary-excess operator and its iterates transform the s …
Persistent link: https://www.econbiz.de/10008792471
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A separation theorem for the weak s-convex orders
Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 279-284
The present paper extends to higher degrees the well-known separation theorem decomposing a shift in the increasing convex order into a combination of a shift in the usual stochastic order followed by another shift in the convex order. An application in decision making under risk is provided to...
Persistent link: https://www.econbiz.de/10011116648
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Cover Image
A separation theorem for the weak s-convex orders
Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance / Mathematics & economics 59 (2014), pp. 279-284
Persistent link: https://www.econbiz.de/10010469999
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