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Insurance: Mathematics and Economics 2018 / 7

Conditional expectiles, time consistency and mixture convexity properties

Bellini, Fabio, Bignozzi, Valeria, Puccetti, Giovanni
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Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2018.07.001
Date:
July, 2018
File:
PDF, 422 KB
english, 2018
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