Pages that link to "Item:Q1265926"
From MaRDI portal
The following pages link to Ordering risks: expected utility theory versus Yaari's dual theory of risk (Q1265926):
Displayed 34 items.
- Bounds for some general sums of random variables (Q631537) (← links)
- Ranking intersecting Lorenz curves (Q839618) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- Characterization of stochastic orders by \(L\)-functionals (Q882896) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Continuous representability of homothetic preorders by means of sublinear order-preserving functions (Q1398385) (← links)
- Using Choquet integral in economics (Q1402918) (← links)
- Risk measures and insurance premium principles. (Q1413286) (← links)
- Measurement of relative inequity and Yaari's dual theory of risk. (Q1413305) (← links)
- Choquet pricing and equilibrium. (Q1413404) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Optimal insurance in a continuous-time model (Q2507608) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Determination of risk pricing measures from market prices of risk (Q2518550) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340) (← links)
- Inverse Stochastic Dominance, Majorization, and Mean Order Statistics (Q3551004) (← links)
- A class of location-independent variability orders, with applications (Q3578673) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- Stochastic Dominance of Pension Plans (Q4483691) (← links)
- A Unified Approach to Generate Risk Measures (Q4661679) (← links)
- Empirical Estimation of Risk Measures and Related Quantities (Q5715936) (← links)
- “An Actuarial Index of the Right-Tail Risk,” Shaun Wang, April 1998 (Q5718384) (← links)
- Stochastic orders and majorization of mean order statistics (Q5754681) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
- Upper and lower bounds for sums of random variables (Q5942774) (← links)
- Nonmonotonic Choquet integrals (Q5953015) (← links)