Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs
From MaRDI portal
Publication:1044165
DOI10.1016/j.ejor.2009.02.032zbMath1177.91090OpenAlexW2082263674MaRDI QIDQ1044165
Publication date: 10 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.02.032
newsboy problemdeductible insurancecomparative statics of changes in riskkinked payoff functionspartially responsive payoff
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- A quadratic programming approach to the multi-product newsvendor problem with side constraints
- The comparative statics of cumulative distribution function changes for the class of risk averse agents
- A comparative statics theorem for choice under risk
- A note on a comparative statics theorem for choice under risk
- Increases in risk with kinked payoff functions
- A tale of two tails: an alternative characterization of comparative risk
- Increases in risk and deductible insurance
- Comparative statics under uncertainty for a class of economic agents
- The comparative statics of changes in risk revisited
- Optimal allocation of policy limits and deductibles
- A benchmark solution for the risk-averse newsvendor problem
- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- Note—Note on “Optimal Ordering Quantity to Realize a Pre-Determined Level of Profit”
- Decision-making and the newsvendor problem: an experimental study
- Strong Increases in Risk and Their Comparative Statics
- The Newsboy Problem under Alternative Optimization Objectives
- On the Effect of Demand Randomness on Inventories and Costs
- Pricing and the Newsvendor Problem: A Review with Extensions
- Monotone Comparative Statics under Uncertainty
- The Risk-Averse (and Prudent) Newsboy
- Point Estimation and Risk Preferences
- Increases in Risk and Linear Payoffs
This page was built for publication: Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs