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~person:"Blavatskyy, Pavlo R."
~person:"Cheng, Dongya"
~subject:"Probability theory"
~subject:"Risikoaversion"
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Cheng, Fengyang
;
Cheng, Dongya
- In:
Scandinavian actuarial journal
(
2018
)
3
,
pp. 191-202
Persistent link: https://www.econbiz.de/10011881079
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A model of probabilistic choice satisfying first-order stochastic dominance
Blavatskyy, Pavlo R.
- In:
Management science : journal of the Institute for …
57
(
2011
)
3
,
pp. 542-548
Persistent link: https://www.econbiz.de/10008988415
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