A copula-based approach to aggregation functions
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References listed on IDEAS
- Quiggin, John & Chambers, Robert G., 2006.
"Supermodularity and risk aversion,"
Mathematical Social Sciences,
Elsevier, vol. 52(1), pages 1-14, July.
- John Quiggin & Robert G. Chambers, 2004. "Supermodularity and Risk Aversion," Risk & Uncertainty Working Papers WPR04_2, Risk and Sustainable Management Group, University of Queensland.
- Quiggin, John & Chambers, Robert G., 2004. "Supermodularity and Risk Aversion," Risk and Sustainable Management Group Working Papers 151161, University of Queensland, School of Economics.
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KeywordsAggregation functions; supermodularity; Schur-concavity; copula; Archimedean copulae;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-04 (All new papers)
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