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A Separation theorem for the weak s-convex orders

Coleção: Artigos
Título: A Separation theorem for the weak s-convex orders / Michel Denuit, Liqun Liu, Jack MeyerAutor: Denuit, Michel
Notas: 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.Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014 Outras classificações: 6
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