A separation theorem for the weak \(s\)-convex orders
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Publication:2514627
DOI10.1016/j.insmatheco.2014.10.008zbMath1306.60005OpenAlexW2139081766MaRDI QIDQ2514627
Jack Meyer, Liqun Liu, Michel M. Denuit
Publication date: 3 February 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.10.008
risk aversionintegrated right and left tailsKhinchine representationrisk increasestationary excess operatorupper and lower partial moments
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