On S-Convexity and Risk Aversion
暂无分享,去创建一个
[1] Michel Denuit,et al. The economics of insurance: a review and some recent developments , 1999 .
[2] Harvey E. Lapan,et al. The Mathematical Theory of Insurance. , 1975 .
[3] Marc Goovaerts,et al. Ordering of actuarial risks , 1994 .
[4] Rob Kaas,et al. Ordering claim size distributions and mixed Poisson probabilities , 1995 .
[5] Y. Tong,et al. Convex Functions, Partial Orderings, and Statistical Applications , 1992 .
[6] Ulrich Schmidt,et al. Axiomatic Utility Theory under Risk , 1998 .
[7] J. Neumann,et al. Theory of Games and Economic Behavior. , 1945 .
[8] K. Mosler,et al. Stochastic orders and decision under risk , 1991 .
[9] Peter C. Fishburn,et al. Moment-Preserving Shifts and Stochastic Dominance , 1982, Math. Oper. Res..
[10] Marc Goovaerts,et al. Effective actuarial methods , 1990 .
[11] Marco Scarsini,et al. Comparing risk and risk aversion , 1994 .
[12] Moshe Shaked,et al. The s-convex orders among real random variables, with applications , 1998 .
[13] Michel Denuit,et al. Extremal generators and extremal distributions for the continuous s-convex stochastic orderings , 1999 .
[14] Marco Scarsini,et al. Some theory of stochastic dominance , 1991 .
[15] Moshe Shaked,et al. Stochastic orders and their applications , 1994 .
[16] D. Varberg. Convex Functions , 1973 .