Pages that link to "Item:Q4726013"
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The following pages link to The Dual Theory of Choice under Risk (Q4726013):
Displayed 50 items.
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral (Q1339163) (← links)
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (Q1339167) (← links)
- Observing different orders of risk aversion (Q1341564) (← links)
- The preservation of multivariate comparative statics in nonexpected utility theory (Q1341565) (← links)
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- On the measurement of inequality under uncertainty (Q1367770) (← links)
- Rank dependent utility for arbitrary consequence spaces (Q1377455) (← links)
- On a representation theorem of Schmeidler (Q1381187) (← links)
- Axiomatic characterization of insurance prices (Q1381468) (← links)
- Interpretation of changes in rank-dependent measures of inequality (Q1391061) (← links)
- Continuous representability of homothetic preorders by means of sublinear order-preserving functions (Q1398385) (← links)
- Comonotonic book making and attitudes to uncertainty. (Q1402481) (← links)
- Using Choquet integral in economics (Q1402918) (← links)
- Measurement of relative inequity and Yaari's dual theory of risk. (Q1413305) (← links)
- A rank-dependent generalization of zero utility principle. (Q1413338) (← links)
- Comonotonic processes (Q1413395) (← links)
- Single crossing Lorenz curves and inequality comparisons. (Q1420526) (← links)
- Core of convex distortions of a probability. (Q1421884) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Properties of bid and ask reservation prices in the rank-dependent expected utility model (Q1590373) (← links)
- Knock-out for descriptive utility or experimental-design error? (Q1601336) (← links)
- The principle of strong diminishing transfer (Q1601450) (← links)
- Payoff equivalence in sealed bid auctions and the dual theory of choice under risk (Q1607272) (← links)
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
- Conditional comonotonicity (Q1770205) (← links)
- An index of loss aversion (Q1779809) (← links)
- The measure representation: A correction (Q1803646) (← links)
- Approximate portfolio analysis (Q1806756) (← links)
- Violations of conjoint independence in binary choices: The equate-to-differentiate interpretation. (Q1810485) (← links)
- The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis (Q1815224) (← links)
- Options traders exhibit subadditive decision weights (Q1817324) (← links)
- A unifying approach to axiomatic non-expected utility theories (Q1824525) (← links)
- A note on stochastic dominance and inequality measures (Q1824538) (← links)
- Measuring inequalities without linearity in envy: Choquet integrals for symmetric capacities (Q1851235) (← links)
- On risk aversion and bargaining outcomes. (Q1867027) (← links)
- Coherent odds and subjective probability (Q1867353) (← links)
- Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension (Q1867804) (← links)
- Characterization of symmetrical monotone risk aversion in the RDEU model. (Q1867827) (← links)
- Invariant risk attitudes (Q1877159) (← links)
- Economic choice in generalized expected utility theory (Q1891347) (← links)
- How complicated are betweenness preferences? (Q1892592) (← links)
- Time and risk (Q1893514) (← links)
- On the nonexistence of Blackwell's theorem-type results with general preference relations (Q1907992) (← links)
- A theory of coarse utility (Q1908000) (← links)
- The comonotonic sure-thing principle (Q1915783) (← links)
- On games under expected utility with rank dependent probabilities (Q1915811) (← links)
- Utility theory with probability dependent outcome valuation: Extensions and applications (Q1916296) (← links)
- Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts (Q1916300) (← links)
- Towards a more precise decision framework. A separation of the negative utility of chance from diminishing marginal utility and the preference for safety (Q1923816) (← links)