DOI10.1007/s002910000047zbMath1017.91052OpenAlexW1993245694MaRDI QIDQ1841813
Thomas Eichner
Publication date: 18 February 2001 Published in: OR Spektrum (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s002910000047
zbMATH Keywords
\((\mu,\sigma)\)-criterionincreasing absolute risk aversionlinear distribution classes
Mathematics Subject Classification ID