Ordinal Certainty Equivalent Preferences in the Presence of a Background Risk

LI, Jingyuan (PI)

Department of Operations and Risk Management

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2024
Correlation aversion and bivariate stochastic dominance with respect to reference functions
LI, J., WANG, J. & ZHOU, L., Sept 2024, In: Insurance: Mathematics and Economics. 118, p. 157-174 18 p.
Research output: Journal Publications › Journal Article (refereed) › peer-review