Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
type: Item
instance of: scholarly article
title: Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
zbMATH Open document ID: 1088.91039
DOI: 10.1016/S0304-4068(03)00044-2
author: Alain Chateauneuf
author: Isaac Meilijson
author: Michèle Cohen
published in: Journal of Mathematical Economics
publication date: 2005-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 2136929
zbMATH Keywords: Location-independent risk
zbMATH Keywords: Monotone increase in risk
zbMATH Keywords: Rank-dependent expected utility
MaRDI profile type: Publication
cites work: Q5618987
cites work: Descriptive statistics for non-parametric models. III: Dispersion
cites work: Q3051226
cites work: On the use of capacities in modeling uncertainty aversion and risk aversion
cites work: More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
cites work: Risk aversion in the theory of expected utility with rank dependent probabilities
cites work: On optimal stopping rules
cites work: Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
cites work: The Efficiency Analysis of Choices Involving Risk
cites work: Q4758141
cites work: Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
cites work: Search theory: the case of search with uncertain recall
cites work: Two theorems on optimal stopping with backward solicitation
cites work: Lotteries, insurance, and star-shaped utility functions
cites work: Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
cites work: The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
cites work: Increasing risk: Some direct constructions
cites work: Inequalities: theory of majorization and its applications
cites work: Inequality reducing and inequality preserving transformations of incomes: Symmetric and individualistic transformations
cites work: Risk Aversion in the Small and in the Large
cites work: Q4026101
cites work: Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
cites work: The Existence of Probability Measures with Given Marginals
cites work: Theory of games and economic behavior.
cites work: The Dual Theory of Choice under Risk
cites work: A controversial proposal concerning inequality measurement
Recommended article: Mean utility preserving increases in risk for state dependent utility functions
Recommended article: Risk aversion in the theory of expected utility with rank dependent probabilities
Recommended article: A note on additive risk measures in rank-dependent utility
Recommended article: Rank dependent expected utility: Stochastic dominance, risk preference, and certainty equivalence
Recommended article: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
Recommended article: Risk premiums and benefit measures for generalized-expected-utility theories
Recommended article: A new rank dependent utility approach to model risk averse preferences in portfolio optimization
Recommended article: Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk
Recommended article: On the predictions of cumulative prospect theory for third and fourth order risk preferences
Recommended article: Rank-Dependent Utility and Risk Taking in Complete Markets
description: scientific article; zbMATH DE number 2136929