Comparing risks with unbounded distributions

DOI10.1016/S0304-4068(97)00035-9zbMath1016.91064OpenAlexW2098724211WikidataQ127719942 ScholiaQ127719942MaRDI QIDQ1300437

Alfred Müller

Publication date: 1 September 1999

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4068(97)00035-9

zbMATH Keywords

stochastic dominancemean-preserving spreadincreasing riskconvergence of distributions

Mathematics Subject Classification ID

Related Items (5)

New developments on the \(L_p\)-metric between a probability distribution and its distortion ⋮ NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER ⋮ Characterizations of risk aversion in cumulative prospect theory ⋮ Characterization of left-monotone risk aversion in the RDEU model ⋮ Preservation of the location independent risk order under convolution

Cites Work

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• A tale of two tails: an alternative characterization of comparative risk
• Increasing risk, decreasing absolute risk aversion and diversification
• Orderings of risks: A comparative study via stop-loss transforms
• Lotteries, insurance, and star-shaped utility functions
• The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
• The Existence of Probability Measures with Given Marginals

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