On expected utility for financial insurance portfolios with stochastic dependencies
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Publication:2379540
DOI10.1016/j.ejor.2008.11.042zbMath1200.91143MaRDI QIDQ2379540
Laureano Fernando Escudero Bueno, Eva-María Ortega
Publication date: 19 March 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.11.042
60E15: Inequalities; stochastic orderings
91B70: Stochastic models in economics
91B16: Utility theory
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