Convex order and comonotonic conditional mean risk sharing (Q2445340): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q471324 |
||
Property / author | |||
Property / author: Michel M. Denuit / rank | |||
Revision as of 12:23, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convex order and comonotonic conditional mean risk sharing |
scientific article |
Statements
Convex order and comonotonic conditional mean risk sharing (English)
0 references
14 April 2014
0 references
stochastic orders
0 references
Pareto-optimality
0 references
conditional expectation
0 references
risk sharing
0 references
comonotonicity
0 references