Risk apportionment via bivariate stochastic dominance (Q2427844): Difference between revisions
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| Property / cites work: A class of bivariate stochastic orderings, with applications in actuarial sciences / rank | |||
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| Property / cites work: Stochastic Orderings of Convex-Type for Discrete Bivariate Risks / rank | |||
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| Property / cites work: Apportioning of risks via stochastic dominance / rank | |||
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| Property / cites work: Multiplicative Background Risk / rank | |||
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| Property / cites work: Increasing outer risk / rank | |||
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| Property / cites work: Multivariate Risk Aversion, Utility Independence and Separable Utility Functions / rank | |||
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| Property / cites work: Stochastic dominance with pair-wise risk aversion / rank | |||
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Revision as of 01:43, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk apportionment via bivariate stochastic dominance |
scientific article |
Statements
Risk apportionment via bivariate stochastic dominance (English)
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18 April 2012
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bivariate utility function
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correlation aversion
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cross-prudence
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cross-temperance
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pair-wise risk aversion
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risk apportionment
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stochastic dominance
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