New results for additive and multiplicative risk apportionment
From MaRDI portal
Publication:2201712
Recommendations
- Multiplicative risk apportionment
- scientific article; zbMATH DE number 1222264
- Additive and multiplicative models for the joint effect of two risk factors
- Additive and multiplicative risk premiums with multiple sources of risk
- A New Distribution Function for Risk Analysis
- A new measure of attributable risk and its stratification
- Another look at risk apportionment
- The Additive Risk Model for Epidemiologic Interaction and the Analogy with Factorial Experiments
- A new aspect of a risk process and its statistical inference
Cites work
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Another look at risk apportionment
- Apportioning of risks via stochastic dominance
- Consistency of higher order risk preferences
- Exploring higher order risk effects
- Increasing outer risk
- Mixed risk aversion
- Multiplicative Background Risk
- Multiplicative risk apportionment
- New results on the relationship among risk aversion, prudence and temperance
- On relative and partial risk attitudes: theory and implications
- Preserving preference rankings under non-financial background risk
- Proper prudence, standard prudence and precautionary vulnerability
- Risk Aversion in the Small and in the Large
- Risk apportionment via bivariate stochastic dominance
- Testing for prudence and skewness seeking
- The Efficiency Analysis of Choices Involving Risk
- The values of relative risk aversion and prudence: a context-free interpretation
- Variance stochastic orders
Cited in
(12)- Apportioning of risks via stochastic dominance
- scientific article; zbMATH DE number 1222264 (Why is no real title available?)
- Precautionary risk-reduction and saving decisions: two sides of the same coin?
- Comparing utility derivative premia under additive and multiplicative risks
- Risk apportionment via bivariate stochastic dominance
- Another look at risk apportionment
- Idiosyncratic risk and the equity premium
- Risk apportionment and multiply monotone targets
- Multiplicative risk apportionment
- A note on changes in additive risky benefits and risky costs
- Additive and multiplicative risk premiums with multiple sources of risk
- A note on additive risk measures in rank-dependent utility
This page was built for publication: New results for additive and multiplicative risk apportionment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2201712)
