Stochastic Dominance and Conditional Expectation: an Insurance Theoretical Approach
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Standard
Stochastic Dominance and Conditional Expectation : an Insurance Theoretical Approach. / Borglin, Anders; Keiding, Hans.
I: GENEVA Risk and Insurance Review, Bind 27, Nr. 1, 2002, s. 31-48.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Borglin, A & Keiding, H 2002, 'Stochastic Dominance and Conditional Expectation: an Insurance Theoretical Approach', GENEVA Risk and Insurance Review, bind 27, nr. 1, s. 31-48. https://doi.org/10.1023/A:1020629424238
APA
Borglin, A., & Keiding, H. (2002). Stochastic Dominance and Conditional Expectation: an Insurance Theoretical Approach. GENEVA Risk and Insurance Review, 27(1), 31-48. https://doi.org/10.1023/A:1020629424238
Vancouver
Borglin A, Keiding H. Stochastic Dominance and Conditional Expectation: an Insurance Theoretical Approach. GENEVA Risk and Insurance Review. 2002;27(1):31-48. https://doi.org/10.1023/A:1020629424238
Author
Bibtex
@article{29693230ad3a11dbbee902004c4f4f50,
title = "Stochastic Dominance and Conditional Expectation: an Insurance Theoretical Approach",
abstract = " ",
author = "Anders Borglin and Hans Keiding",
note = "JEL Classification: D80",
year = "2002",
doi = "10.1023/A:1020629424238",
language = "English",
volume = "27",
pages = "31--48",
journal = "GENEVA Risk and Insurance Review",
issn = "1554-964X",
publisher = "Palgrave Macmillan",
number = "1",
}
RIS
TY - JOUR
T1 - Stochastic Dominance and Conditional Expectation
T2 - an Insurance Theoretical Approach
AU - Borglin, Anders
AU - Keiding, Hans
N1 - JEL Classification: D80
PY - 2002
Y1 - 2002
N2 -
AB -
U2 - 10.1023/A:1020629424238
DO - 10.1023/A:1020629424238
M3 - Journal article
VL - 27
SP - 31
EP - 48
JO - GENEVA Risk and Insurance Review
JF - GENEVA Risk and Insurance Review
SN - 1554-964X
IS - 1
ER -
ID: 130718