Pages that link to "Item:Q661234"
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The following pages link to A note on additive risk measures in rank-dependent utility (Q661234):
Displaying 19 items.
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- On the Pollatsek-Tversky theorem on risk (Q1336996) (← links)
- Extreme-aggregation measures in the RDEU model (Q1726940) (← links)
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
- Characterization of positive homogeneity for the principle of equivalent utility (Q2144424) (← links)
- On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory (Q2212149) (← links)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
- Behavioral premium principles (Q2331011) (← links)
- Equilibrium routing under uncertainty (Q2349119) (← links)
- Pricing insurance contracts under cumulative prospect theory (Q2427822) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- On iterative premium calculation principles under Cumulative Prospect Theory (Q2443220) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- Additive consistency of risk measures and its application to risk-averse routing in networks (Q2833115) (← links)
- A premium principle based on the <i>g</i>-integral (Q2986698) (← links)
- Comparing utility derivative premia under additive and multiplicative risks (Q6116752) (← links)
- A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)
