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Convex Ordering for Insurance Preferences

上传者: 2019-09-09 20:24:25上传 PDF文件 351.55KB 热度 28次
Inthisarticle,westudytwobroadclassesofconvexorderrelatedoptimalinsurancedecisionproblems,inwhichtheobjectivefunctionorthepremiumvaluationisageneralfunctionaloftheexpectation,Value-at-RiskandAverageValue-at-Riskofthelossvariables.
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