Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Descriptive statistics for non-parametric models. III: Dispersion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3051226 / rank
 
Normal rank
Property / cites work
 
Property / cites work: BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto-optimal reinsurance arrangements under general model settings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rearrangement inequalities in non-convex insurance models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto efficiency for the concave order and multivariate comonotonicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk seeking with diminishing marginal utility in a non-expected utility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk-sharing rules and equilibria with Choquet-expected-utility. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk aversion in the theory of expected utility with rank dependent probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk sharing with background risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Budget-constrained optimal insurance without the nonnegativity constraint on indemnities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance under rank-dependent expected utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Budget-constrained optimal retention with an upper limit on the retained loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rank-Dependent Utility and Risk Taking in Complete Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse S-shaped probability weighting and its impact on investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: "Expected Utility" Analysis without the Independence Axiom / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4026101 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk aversion in RDEU / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subjective Probability and Expected Utility without Additivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Behavioral optimal insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Exchange with Distorted Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Separating marginal utility and probabilistic risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NOTE ON THE QUANTILE FORMULATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance under rank‐dependent utility and incentive compatibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 07:06, 27 July 2024

scientific article
Language Label Description Also known as
English
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
scientific article

    Statements

    Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (English)
    0 references
    0 references
    0 references
    19 November 2021
    0 references
    0 references
    rank-dependent expected utility
    0 references
    comparative risk aversion
    0 references
    risk sharing
    0 references
    optimal underwriting
    0 references
    firm-commitment contract
    0 references
    0 references
    0 references
    0 references
    0 references