Convex order and comonotonic conditional mean risk sharing (Q2445340)
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scientific article; zbMATH DE number 6284367
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Convex order and comonotonic conditional mean risk sharing |
scientific article; zbMATH DE number 6284367 |
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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0.8620681762695312
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0.8392099142074585
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0.8172757625579834
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0.8158265352249146
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0.814574658870697
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