A Separation theorem for the weak s-convex orders

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      <subfield code="a">A Separation theorem for the weak s-convex orders</subfield>
      <subfield code="c">Michel Denuit,  Liqun Liu,  Jack Meyer</subfield>
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      <subfield code="a">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.</subfield>
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      <subfield code="x">0167-6687</subfield>
      <subfield code="g">03/11/2014 Volumen 59 Número 1 - noviembre 2014 </subfield>
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