Correlation aversion and bivariate stochastic dominance with respect to reference functions.

Autor: Li, Jingyuan1 (AUTHOR) jingyuanli@ln.edu.hk, Wang, Jianli2 (AUTHOR), Zhou, Lin1 (AUTHOR)
Zdroj: Insurance: Mathematics & Economics. Sep2024, Vol. 118, p157-174. 18p.
Databáze: Business Source Ultimate