Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (44)

Introduction to the special issue in honor of Peter Wakker ⋮ Optimality of deductible: a characterization, with application to Yaari's dual theory ⋮ Systemic credit freezes in financial lending networks ⋮ NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER ⋮ Variability ordering of multiplicative frailty models ⋮ Risk aversion in RDEU ⋮ Risk aversion over finite domains ⋮ Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance ⋮ Dual Moments and Risk Attitudes ⋮ Consistent probability attitudes ⋮ Heterogeneity in decentralized asset markets ⋮ Distorted Lorenz curves: models and comparisons ⋮ Characterizations of risk aversion in cumulative prospect theory ⋮ Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables ⋮ Characterization of left-monotone risk aversion in the RDEU model ⋮ The use of Markov operators to constructing generalised probabilities ⋮ Comparative risk aversion: a formal approach with applications to saving behavior ⋮ Ranking asymmetric auctions: filling the gap between a distributional shift and stretch ⋮ Preference for safety under the Choquet model: in search of a characterization ⋮ Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis ⋮ Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order ⋮ Comparing tail variabilities of risks by means of the excess wealth order ⋮ Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications ⋮ Characterizations of classes of risk measures by dispersive orders ⋮ SOME NEW RESULTS ON ORDERING OF SIMPLE SPACINGS OF GENERALIZED ORDER STATISTICS ⋮ Testing variability orderings by using Gini's mean differences ⋮ Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach ⋮ Exact capacities and star-shaped distorted probabilities ⋮ THE RE-OPENING OF DUBINS AND SAVAGE CASINO IN THE ERA OF DIVERSIFICATION ⋮ Preservation of the location independent risk order under convolution ⋮ Increasing uncertainty: a definition ⋮ Characterizations of egalitarian binary relations as transitive closures with a special reference to Lorenz dominance and to single-crossing conditions ⋮ Excess wealth order and sample spacings ⋮ Stochastic comparisons of distorted variability measures ⋮ Credit markets with imperfect information: risk-aversion versus pessimism ⋮ The value of a statistical life under ambiguity aversion ⋮ \(L_p\)-metric under the location-independent risk ordering of random variables ⋮ Local Utility and Multivariate Risk Aversion ⋮ Multivariate Excess Wealth Ordering of Generalized Order Statistics ⋮ Parametric weighting functions ⋮ Increasing risk: dynamic mean-preserving spreads ⋮ Star-shaped probability weighting functions and overbidding in first-price auctions ⋮ Rank-Dependent Utility and Risk Taking in Complete Markets ⋮ What is loss aversion?

Cites Work

This page was built for publication: Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model