Pages that link to "Item:Q1265926"
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The following pages link to Ordering risks: expected utility theory versus Yaari's dual theory of risk (Q1265926):
Displaying 29 items.
- A new variability order based on tail-heaviness (Q3462137) (← links)
- Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340) (← links)
- Inverse Stochastic Dominance, Majorization, and Mean Order Statistics (Q3551004) (← links)
- A class of location-independent variability orders, with applications (Q3578673) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- Stochastic Dominance of Pension Plans (Q4483691) (← links)
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
- Comparisons in the mean residual life order of coherent systems with identically distributed components (Q4628718) (← links)
- A Unified Approach to Generate Risk Measures (Q4661679) (← links)
- Ranking the extreme claim amounts in dependent individual risk models (Q4990511) (← links)
- Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances (Q5019725) (← links)
- On the behavior of the high order stop-loss transform for convolutions with some applications (Q5092697) (← links)
- Dual Moments and Risk Attitudes (Q5095143) (← links)
- Stochastic ordering properties for systems with dependent identically distributed components (Q5414540) (← links)
- Empirical Estimation of Risk Measures and Related Quantities (Q5715936) (← links)
- “An Actuarial Index of the Right-Tail Risk,” Shaun Wang, April 1998 (Q5718384) (← links)
- Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16(3) (Q5742637) (← links)
- ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (Q5746928) (← links)
- Stochastic orders and majorization of mean order statistics (Q5754681) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
- Upper and lower bounds for sums of random variables (Q5942774) (← links)
- Nonmonotonic Choquet integrals (Q5953015) (← links)
- Transform orders and stochastic monotonicity of statistical functionals (Q6049787) (← links)
- Compassion and envy in distributional comparisons (Q6145088) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)
- Robust Inference for Inverse Stochastic Dominance (Q6623170) (← links)
- Stackelberg risk preference design (Q6665396) (← links)
- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery (Q6668696) (← links)
