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Another tale of two tails: on characterizations of comparative risk

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Publication:1272938
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DOI10.1023/A:1007742529414zbMath0912.90034OpenAlexW2163080542MaRDI QIDQ1272938

Alfred Müller

Publication date: 25 May 1999

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007742529414


zbMATH Keywords

generalized concavitymean preserving spreadincreasing risk


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (5)

Star-Shaped Risk Measures ⋮ When is an integral stochastic order generated by a poset? ⋮ Stochastic orders to approach investments in condor financial derivatives ⋮ A test for the bidirectional stochastic order with an application to quality control theory ⋮ A stochastic order for interval valued random mappings and applications




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