Pages that link to "Item:Q1339167"
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The following pages link to Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (Q1339167):
Displayed 22 items.
- A numerical approach for a class of risk-sharing problems (Q533900) (← links)
- Increasing uncertainty: a definition (Q557952) (← links)
- The newsvendor game has a nonempty core (Q700099) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- Risk aversion in RDEU (Q855365) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- On risk aversion with two risks (Q1300410) (← links)
- Observable restrictions of general equilibrium models with financial markets. (Q1399546) (← links)
- Comonotonic processes (Q1413395) (← links)
- Core of convex distortions of a probability. (Q1421884) (← links)
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387) (← 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)
- Preservation of the location independent risk order under convolution (Q2492183) (← links)
- Risk Exchange with Distorted Probabilities (Q3632869) (← links)
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS (Q4226867) (← links)
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958) (← links)