Pages that link to "Item:Q1068671"
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The following pages link to Stochastic dominance with pair-wise risk aversion (Q1068671):
Displaying 20 items.
- Bivariate almost stochastic dominance (Q471326) (← links)
- Stochastic dominance and absolute risk aversion (Q866928) (← links)
- Multivariate decisions with unknown price vector (Q902617) (← links)
- Multivariate stochastic dominance with fixed dependence structure (Q1109659) (← links)
- Stochastic dominance and Friedman-Savage utility functions (Q1116869) (← links)
- Distributional efficiency in multiobjective stochastic linear programming (Q1127138) (← links)
- Dominance conditions in non-additive expected utility theory (Q1190234) (← links)
- Ordering risks: expected utility theory versus Yaari's dual theory of risk (Q1265926) (← links)
- A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
- On risk aversion with two risks (Q1300410) (← links)
- Orthant orderings of discrete random vectors (Q1368883) (← links)
- Asset prices and changes in risk within a bivariate model (Q1732972) (← links)
- Bivariate risk measures and stochastic orders (Q1997241) (← links)
- Health care investment: the case of multiple sources of risk (Q2216396) (← links)
- On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
- Risk apportionment via bivariate stochastic dominance (Q2427844) (← links)
- Stochastic dominance with nonadditive probabilities (Q4201809) (← links)
- Stochastic Orderings of Convex-Type for Discrete Bivariate Risks (Q4258730) (← links)
- Ordering distributions by scaled order statistics (Q4721381) (← links)
- Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869) (← links)
