The following pages link to (Q4890894):
Displaying 43 items.
- The binomial Gini inequality indices and the binomial decomposition of welfare functions (Q279477) (← links)
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Is there a plausible theory for decision under risk? A dual calibration critique (Q382326) (← links)
- Probabilistic risk attitudes and local risk aversion: a paradox (Q490079) (← links)
- Diversification preferences in the theory of choice (Q524890) (← links)
- Empirical rules of thumb for choice under uncertainty (Q638625) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- On efficient WOWA optimization for decision support under risk (Q962908) (← links)
- Random utility models with binary tree decomposable rank orders satisfy Tversky's elimination-by-aspects model (Q1111491) (← links)
- Where does subjective expected utility fail descriptively? (Q1187963) (← links)
- Associative joint receipts (Q1277469) (← links)
- Two-parameter decision models and rank-dependent expected utility (Q1316415) (← links)
- On criminals' risk attitudes (Q1389750) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Approximate portfolio analysis (Q1806756) (← links)
- Comparative statics tests between decision models under risk (Q1961269) (← links)
- Mathematical foundation of artificial intelligence (Q2086263) (← links)
- Composition rules in original and cumulative prospect theory (Q2125255) (← links)
- Risk-robust mechanism design for a prospect-theoretic buyer (Q2147995) (← links)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
- General equilibrium, preferences and financial institutions after the crisis (Q2256987) (← links)
- A Bayesian method for characterizing population heterogeneity (Q2307369) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
- Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk (Q3297800) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- Elicitation of a Utility from Uncertainty Equivalent Without Standard Gambles (Q3451162) (← links)
- Ranking discrete outcome alternatives with partially quantified uncertainty (Q3603697) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
- Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448) (← links)
- The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty (Q4604912) (← links)
- Risk Aversion in Travel Mode Choice with Rank-Dependent Utility (Q4628553) (← links)
- REALISTIC UTILITY VERSUS GAME UTILITY: A PROPOSAL FOR DEALING WITH THE SPREAD OF UNCERTAIN PROSPECTS (Q5148588) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (Q5213448) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- On the pragmatic and epistemic virtues of inference to the best explanation (Q6180129) (← links)
