The following pages link to Multiplicative Background Risk (Q3115960):
Displaying 28 items.
- Risk aversion with two risks: a theoretical extension (Q268631) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- The firm under uncertainty: real and financial decisions (Q377793) (← links)
- Higher-order risk vulnerability (Q513593) (← links)
- Risk taking with additive and multiplicative background risks (Q634525) (← links)
- On cross-risk vulnerability (Q659125) (← links)
- Risk vulnerability: a graphical interpretation (Q719051) (← links)
- Production decisions under joint price and production uncertainty (Q1011266) (← links)
- The values of relative risk aversion and prudence: a context-free interpretation (Q1042326) (← links)
- The newsvendor problem under multiplicative background risk (Q1044126) (← links)
- Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions (Q1690076) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Changes in multiplicative background risk and risk-taking behavior (Q1936332) (← links)
- Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory (Q2158629) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- New results for additive and multiplicative risk apportionment (Q2201712) (← links)
- Statistical detection and classification of background risks affecting inputs and outputs (Q2272453) (← links)
- Convex and decreasing absolute risk aversion is proper (Q2343326) (← links)
- Risk apportionment via bivariate stochastic dominance (Q2427844) (← links)
- Benchmark values for higher order coefficients of relative risk aversion (Q2443952) (← links)
- Comparative ross risk aversion in the presence of mean dependent risks (Q2444695) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- Optimal insurance contract with stochastic background wealth (Q2868602) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- Impact of Counterparty Risk on the Reinsurance Market (Q5168690) (← links)
- MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (Q5866182) (← links)
- Comparing utility derivative premia under additive and multiplicative risks (Q6116752) (← links)
