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Adding independent risks in an insurance portfolio: which shape for the insurers’ preferences?

Bibliographic reference Denuit, Michel ; Eeckhoudt, Louis ; Menegatti, Mario. Adding independent risks in an insurance portfolio: which shape for the insurers’ preferences?. CORE Discussion Paper ; 2009/8 (2009) 12 pages
Permanent URL http://hdl.handle.net/2078.1/22196