Pages that link to "Item:Q1095773"
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The following pages link to Risk aversion in the theory of expected utility with rank dependent probabilities (Q1095773):
Displayed 50 items.
- Approximate portfolio analysis (Q1806756) (← links)
- A unifying approach to axiomatic non-expected utility theories (Q1824525) (← links)
- Comparative statics and non-expected utility preferences (Q1825102) (← links)
- Coherent odds and subjective probability (Q1867353) (← links)
- Economic choice in generalized expected utility theory (Q1891347) (← links)
- Time and risk (Q1893514) (← links)
- Two errors in the `Allais impossibility theorem' (Q1906050) (← links)
- A theory of coarse utility (Q1908000) (← links)
- On games under expected utility with rank dependent probabilities (Q1915811) (← links)
- Stochastic dominance representation of optimistic belief: theory and applications (Q1934943) (← links)
- Comparative statics tests between decision models under risk (Q1961269) (← links)
- Existence and uniqueness of ordinal Nash outcomes (Q1977401) (← links)
- Utilitarianism with and without expected utility (Q1985734) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607) (← links)
- All probabilities are equal, but some probabilities are more equal than others (Q2088610) (← links)
- Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (Q2101434) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Risk aversion over finite domains (Q2164970) (← links)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
- On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- Subjective expected utility with non-additive probabilities on finite state spaces (Q2277122) (← links)
- Risk apportionment: the dual story (Q2288531) (← links)
- Fairness and utilitarianism without independence (Q2323582) (← links)
- Delayed probabilistic risk attitude: a parametric approach (Q2329155) (← links)
- Comparative statics in an ordinal theory of choice under risk (Q2334842) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Two-moment decision models and rank-dependent utility (Q2366130) (← links)
- Risk taking with background risk under recursive rank-dependent utility (Q2406940) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
- Local risk aversion in the rank dependent expected utility model: first order versus second order effects (Q2442569) (← links)
- Preference for safety under the Choquet model: in search of a characterization (Q2447156) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Dynamic decision making without expected utility: an operational approach (Q2569111) (← links)
- Representation of the core of convex measure games via Kantorovich potentials (Q2581794) (← links)
- On the precautionary motive for savings and prudence in the rank-dependent utility framework (Q2634142) (← links)
- Characterizing optimism amd pessimism directly through comonotonicity (Q2640420) (← links)
- From sure to strong diversification (Q2642872) (← links)
- Linear cumulative prospect theory with applications to portfolio selection and insurance demand (Q2644367) (← links)
- Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Multiple-switching behavior in choice-list elicitation of risk preference (Q2675410) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- Local Utility and Multivariate Risk Aversion (Q2806814) (← links)
- OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596) (← links)
- Risk Exchange with Distorted Probabilities (Q3632869) (← links)