Correlation aversion and bivariate stochastic dominance with respect to reference functions
Year of publication: |
2024
|
---|---|
Authors: | Li, Jingyuan ; Wang, Jianli ; Zhou, Lin |
Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 118.2024, p. 157-174
|
Subject: | Bivariate stochastic dominance | Correlation aversion | Reference function | Theorie | Theory | Korrelation | Correlation | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Wahrscheinlichkeitsrechnung | Probability theory |
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