Risk measurement with the equivalent Choquet and rank-dependent expected utility principles
(2005)
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Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R., & Laeven, R. (2005). Risk measurement with the equivalent Choquet and rank-dependent expected utility principles (ACTU Working Paper 2005-22). https://hdl.handle.net/2078.5/88455