Expected utility and catastrophic consumption risk (Q495495): Difference between revisions

@@ Property / cites work @@
+A note on uncertainty and discounting in models of economic growth
+Normal rank
@@ Property / cites work @@
+Risk measurement with equivalent utility principles
+Normal rank
@@ Property / cites work @@
+Unbounded Utility Functions in Expected Utility Theory
+Normal rank
@@ Property / cites work @@
+Fear of ruin
@@ Property / cites work: Fear of ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on some limitations of CRRA utility
@@ Property / cites work: A note on some limitations of CRRA utility / rank @@
+Normal rank
@@ Property / cites work @@
+Q3630149
@@ Property / cites work: Q3630149 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2736598
@@ Property / cites work: Q2736598 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3314810
@@ Property / cites work: Q3314810 / 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 @@
+Pareto utility
@@ Property / cites work: Pareto utility / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the mean of heavy-tailed distributions
@@ Property / cites work: Estimating the mean of heavy-tailed distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3523756
@@ Property / cites work: Q3523756 / rank @@
+Normal rank
@@ Property / cites work @@
+Some asymptotic results for sums of dependent random variables, with actuarial applications
+Normal rank
@@ Property / cites work @@
+Entropy Coherent and Entropy Convex Measures of Risk
+Normal rank
@@ Property / cites work @@
+Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
+Normal rank
@@ Property / cites work @@
+Estimating the mean of a heavy tailed distribution
+Normal rank
@@ Property / cites work @@
+Q5732164
@@ Property / cites work: Q5732164 / rank @@
+Normal rank
@@ 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