A separation theorem for the weak s-convex orders
Year of publication: |
2014
|
---|---|
Authors: | Denuit, Michel ; Liu, Liqun ; Meyer, Jack |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 279-284
|
Subject: | Integrated right and left tails | Upper and lower partial moments | Stationary excess operator | Khinchine representation | Risk increase | Risk aversion |
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