Pages that link to "Item:Q1764792"
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The following pages link to Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792):
Displaying 50 items.
- Variability ordering of multiplicative frailty models (Q310042) (← links)
- Distorted Lorenz curves: models and comparisons (Q404738) (← links)
- Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
- The use of Markov operators to constructing generalised probabilities (Q433519) (← links)
- Comparative risk aversion: a formal approach with applications to saving behavior (Q435921) (← links)
- Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order (Q474635) (← links)
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
- Increasing uncertainty: a definition (Q557952) (← links)
- Consistent probability attitudes (Q612003) (← links)
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
- Testing variability orderings by using Gini's mean differences (Q670122) (← links)
- Characterizations of egalitarian binary relations as transitive closures with a special reference to Lorenz dominance and to single-crossing conditions (Q708879) (← links)
- Excess wealth order and sample spacings (Q713784) (← links)
- What is loss aversion? (Q813047) (← links)
- Systemic credit freezes in financial lending networks (Q829216) (← links)
- Risk aversion in RDEU (Q855365) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Exact capacities and star-shaped distorted probabilities (Q943581) (← links)
- The value of a statistical life under ambiguity aversion (Q994088) (← links)
- Parametric weighting functions (Q1017784) (← links)
- Star-shaped probability weighting functions and overbidding in first-price auctions (Q1046218) (← links)
- A tale of two tails: an alternative characterization of comparative risk (Q1176026) (← links)
- Mean-preserving changes in risk with tail-dominance (Q1193770) (← links)
- Another tale of two tails: on characterizations of comparative risk (Q1272938) (← links)
- Credit markets with imperfect information: risk-aversion versus pessimism (Q1787423) (← links)
- Introduction to the special issue in honor of Peter Wakker (Q2125238) (← links)
- Optimality of deductible: a characterization, with application to Yaari's dual theory (Q2125247) (← links)
- Risk aversion over finite domains (Q2164970) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- Increasing risk: dynamic mean-preserving spreads (Q2304207) (← links)
- Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
- Ranking asymmetric auctions: filling the gap between a distributional shift and stretch (Q2442843) (← links)
- Preference for safety under the Choquet model: in search of a characterization (Q2447156) (← links)
- Preservation of the location independent risk order under convolution (Q2492183) (← links)
- \(L_p\)-metric under the location-independent risk ordering of random variables (Q2514631) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- Local utility and multivariate risk aversion (Q2806814) (← links)
- Multivariate Excess Wealth Ordering of Generalized Order Statistics (Q2807635) (← links)
- New properties of the total time on test transform order (Q2894056) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- The Generating Process and an Extension of Jewitt's Location Independent Risk Concept (Q4302665) (← links)
- Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis (Q4628563) (← links)
- Dual Moments and Risk Attitudes (Q5095143) (← links)
- Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications (Q5139906) (← links)
- Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359) (← links)
- SOME NEW RESULTS ON ORDERING OF SIMPLE SPACINGS OF GENERALIZED ORDER STATISTICS (Q5392604) (← links)
- THE RE-OPENING OF DUBINS AND SAVAGE CASINO IN THE ERA OF DIVERSIFICATION (Q5413454) (← links)
- Heterogeneity in decentralized asset markets (Q6059550) (← links)
- Decision under uncertainty (Q6602232) (← links)
