Expected Utility Optimization with Convolutional Stochastically Ordered Returns
Author:
Affiliation:
1. ISFA, Université Lyon 1, UCBL, LSAF EA2429, F-69007 Lyon, France
2. École d’actuariat, Université Laval, 2425, Rue de l’Agriculture, Québec, QC G1V 0A6, Canada
Abstract
Funder
AXA Research Fund
Prevent’Horizon Chair
Publisher
MDPI AG
Link
https://www.mdpi.com/2227-9091/12/6/95/pdf
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4. On the convolution order of weak records;Journal of Statistical Planning and Inference,2013
5. Self-insurance, self-protection and market insurance within the dual theory of choice;Courbage;The GENEVA Papers on Risk and Insurance-Theory,2001
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