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Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization

Crossref DOI link: https://doi.org/10.1007/s11579-020-00282-x

Published Online: 2020-10-10

Published Print: 2021-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Rudloff, Birgit https://orcid.org/0000-0003-1675-5451
Ulus, Firdevs https://orcid.org/0000-0002-0532-9927
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Text and Data Mining valid from 2020-10-10

Version of Record valid from 2020-10-10
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Article History

Received: 20 April 2019

Accepted: 26 September 2020

First Online: 10 October 2020