Ordering risks: expected utility theory versus Yaari's dual theory of risk
Publication:1265926
DOI10.1016/S0167-6687(97)00036-XzbMath0907.90102OpenAlexW2069231310WikidataQ127395994 ScholiaQ127395994MaRDI QIDQ1265926
Virginia R. Young, Shaun S. Wang
Publication date: 1998
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00036-x
income inequalityGini indexinsurance economicspartial orderings of risksstochastic dominance orderings
Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16) Statistical methods; economic indices and measures (91B82)
Related Items (71)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A controversial proposal concerning inequality measurement
- Non-additive measure and integral
- Linear measures, the Gini index, and the income-equality trade-off
- The normative significance of using third-degree stochastic dominance in comparing income distributions
- Axiomatic characterization of insurance prices
- A note on stochastic dominance and inequality measures
- Optimal reinsurance in relation to ordering of risks
- An alternative proof of Ben Porath and Gilboa's generalized Gini characterization theorem
- Orderings of risks: A comparative study via stop-loss transforms
- Ordering of risks under PH-transforms
- On an Extension of the Gini Inequality Index
- Research Bibliography—Stochastic Dominance: A Research Bibliography
- Risk exchange I: A unification of some existing results
- Risk exchange II: Optimal reinsurance contracts
- Extended Gini Indices of Inequality
- The Dual Theory of Choice under Risk
- On Moral Hazard and Insurance
- Risk Aversion in the Small and in the Large
- Economic Equilibrium Under Uncertainty
This page was built for publication: Ordering risks: expected utility theory versus Yaari's dual theory of risk