Convex order and comonotonic conditional mean risk sharing (Q2445340)
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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)
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14 April 2014
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stochastic orders
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Pareto-optimality
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conditional expectation
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risk sharing
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comonotonicity
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