User menu

Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization

Bibliographic reference Denuit, Michel ; Mesfioui, Mhamed. Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization. In: Insurance: Mathematics and Economics, Vol. 72, p. 1-5 (2017)
Permanent URL http://hdl.handle.net/2078.1/179332