Apportioning of risks via stochastic dominance
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Cites work
- A Class of Utility Functions Containing all the Common Utility Functions
- Increasing outer risk
- On the precautionary motive for savings and prudence in the rank-dependent utility framework
- Proper Risk Aversion
- Proper prudence, standard prudence and precautionary vulnerability
- Risk Vulnerability and the Tempering Effect of Background Risk
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
- The Efficiency Analysis of Choices Involving Risk
- Violations of cumulative prospect theory in mixed gambles with moderate probabilities
Cited in
(42)- Risk apportionment: the dual story
- Risk aversion with two risks: a theoretical extension
- Increases in risk and demand for a risky asset
- Changes in risk and strategic interaction
- New results on the relationship among risk aversion, prudence and temperance
- Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
- Dual moments and risk attitudes
- New results for additive and multiplicative risk apportionment
- Second order of stochastic dominance efficiency vs mean variance efficiency
- Precautionary risk-reduction and saving decisions: two sides of the same coin?
- Stochastic dominance: convexity and some efficiency tests
- Risk apportionment via bivariate stochastic dominance
- On ambiguity apportionment
- Multivariate concave and convex stochastic dominance
- The non-integer higher-order stochastic dominance
- Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
- Stochastic dominance in multicriterion analysis under risk
- A general theory of risk apportionment
- The value of risk reduction: new tools for an old problem
- A note on risky targets and effort
- Another look at risk apportionment
- On the predictions of cumulative prospect theory for third and fourth order risk preferences
- Precautionary self-insurance-cum-protection
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- Generalized almost stochastic dominance
- Stronger measures of higher-order risk attitudes
- Preferences on discounting under time risk
- On temperance and risk spreading
- Increasing \(N\)th degree inequality
- Risk apportionment and multiply monotone targets
- Higher-order risk vulnerability
- New results on high-order risk changes
- The monetary utility premium and interpersonal comparisons
- A stochastic dominance approach to financial risk management strategies
- Some conditions for the equivalence between risk aversion, prudence and temperance
- Variance stochastic orders
- On relative and partial risk attitudes: theory and implications
- Comparing risks with reference points: a stochastic dominance approach
- Multiplicative risk apportionment
- Optimal multivariate financial decision making
- Decision making when things are only a matter of time
- Risk aversion, downside risk aversion, and the transition to entrepreneurship
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