Correlation aversion and bivariate stochastic dominance with respect to reference functions

DOI10.1016/j.insmatheco.2024.06.005zbMath1544.91268MaRDI QIDQ6607491

Jianli Wang, Jingyuan Li, Lin Zhou

Publication date: 18 September 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

reference functioncorrelation aversionbivariate stochastic dominance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Another look at risk apportionment
• Correlated risks, bivariate utility and optimal choices
• Stochastic orders
• Increasing risk
• Choice among distributions
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• Health and portfolio choices: a diffidence approach
• Intensity of preferences for bivariate risk apportionment
• Substituting one risk increase for another: a method for measuring risk aversion
• On multivariate prudence
• Multivariate Concave and Convex Stochastic Dominance
• Stochastic Dominance Decision Rules when the Attributes are Utility Independent
• Generalized Increasing Convex and Directionally Convex Orders
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
• Minimizing a Submodular Function on a Lattice
• Second Degree Stochastic Dominance with Respect to a Function
• Monotone Comparative Statics
• The Efficiency Analysis of Choices Involving Risk
• Risk Independence and Multiattributed Utility Functions

This page was built for publication: Correlation aversion and bivariate stochastic dominance with respect to reference functions