A note on additive risk measures in rank-dependent utility (Q661234): Difference between revisions

@@ Property / author @@
-Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
-Normal rank
@@ Property / author @@
+Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.05.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2144165523
@@ Property / OpenAlex ID: W2144165523 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
@@ Property / cites work @@
+Risk measurement with equivalent utility principles
+Normal rank
@@ Property / cites work @@
+Q4082912
@@ Property / cites work: Q4082912 / rank @@
+Normal rank
@@ Property / cites work @@
+On additive principles of zero utility
@@ Property / cites work: On additive principles of zero utility / rank @@
+Normal rank
@@ Property / cites work @@
+On the representation of additive principles of premium calculation
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Decision principles derived from risk measures
@@ Property / cites work: Decision principles derived from risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+A comonotonic image of independence for additive risk measures
+Normal rank
@@ Property / cites work @@
+Actuarial risk measures for financial derivative pricing
+Normal rank
@@ Property / cites work @@
+A rank-dependent generalization of zero utility principle.
+Normal rank
@@ Property / cites work @@
+Subjective Probability and Expected Utility without Additivity
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@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
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@@ Property / cites work @@
+Q5844986
@@ Property / cites work: Q5844986 / rank @@
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank