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~subject:"Entscheidung unter Risiko"
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Entscheidung unter Risiko
Backward stochastic differential equation
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Consumption
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Investment
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Malliavin calculus
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Messung
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Reinsurance
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Risiko
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Risikomaß
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Coherent risk measure
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Convex risk measure
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Cumulative prospect theory
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Inf-convolution
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Multi-period risk measure
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Option pricing theory
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Portfolio selection
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Prospect theory
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Rank-dependent utility
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Liu, Peng
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Wang, Ruodu
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Wei, Linxiao
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Insurance / Mathematics & economics
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Is the inf-convolution of law-invariant preferences law-invariant?
Liu, Peng
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 144-154
Persistent link: https://www.econbiz.de/10012241998
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