A class of non-expected utility risk measures and implications for asset allocations

John van der Hoek and Michael Sherris

Insurance: Mathematics and Economics, 2001, vol. 28, issue 1, pages 69-82

Date: 2001
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Insurance: Mathematics and Economics is edited by R. Kaas, H. U. Gerber, M. J. Goovaerts and E. S. W. Shiu

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