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Risk measurement with the equivalent utility principles
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Authors:
Denuit, Michel
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Dhaene, Jan
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Goovaerts, Marc J.
Year: 2005 Publisher: Leuven : KUL. Department of applied economic sciences,
Year: 2005 Publisher: Leuven : KUL. Department of applied economic sciences,
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Abstract
Keywords
Utility theories. --- Risk measures. --- Coherence. --- Exponential utility. --- Comonotonicity.
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