Background risk in generalized expected utility theory
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- Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory
- Risk taking with background risk under recursive rank-dependent utility
- An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk
- Risk aversion with two risks: a theoretical extension
- Risk averse decision making under catastrophic risk
- Multiplicative Background Risk
- Preserving preference rankings under non-financial background risk
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization
- Higher-order risk vulnerability
- Basic risk aversion
- Consistent probability attitudes
- On cross-risk vulnerability
- Pricing insurance contracts with an existing portfolio as background risk
- A model of discrete choice based on reinforcement learning under short-term memory
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