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A Separation theorem for the weak s-convex orders

Collection: Articles
Title: A Separation theorem for the weak s-convex orders / Michel Denuit, Liqun Liu, Jack MeyerAuthor: Denuit, Michel
Notes: Sumario: The present paper extends to higher degrees the well-known separation theorem decomposing a shift in the increasing convex order into a combination of a shift in the usual stochastic order followed by another shift in the convex order. An application in decision making under risk is provided to illustrate the interest of the result.Related records: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014 Other categories: 6
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