AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS
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Cites work
- Application of Coherent Risk Measures to Capital Requirements in Insurance
- Axiomatic characterization of insurance prices
- Equity, Arrow's Conditions, and Rawls' Difference Principle
- scientific article; zbMATH DE number 3434895 (Why is no real title available?)
- Integral Representation Without Additivity
- On comparison meaningfulness of aggregation functions
- On order invariant synthesizing functions.
- Ordinal aggregation and quantiles
- Possibility Theorems with Interpersonally Comparable Welfare Levels
- Quantile Maximization in Decision Theory*
Cited in
(28)- Cone distribution functions and quantiles for multivariate random variables
- Optimal payoff under the generalized dual theory of choice
- Do people maximize quantiles?
- Static and dynamic quantile preferences
- Quantile selection in non-linear GMM quantile models
- Equal-quantile rules in resource allocation with uncertain needs
- Smoothed GMM for quantile models
- Interval scalability of rank-dependent utility
- Portfolio selection in quantile decision models
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants
- Risk perception and ambiguity in a quantile cumulative prospect theory
- Beyond cash-additive risk measures: when changing the numéraire fails
- Risk preferences on the space of quantile functions
- Distributional transforms, probability distortions, and their applications
- Short communication: An axiomatization of \(\Lambda\)-quantiles
- Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles
- Conditional quantiles: an operator-theoretical approach
- Numerical solution of dynamic quantile models
- Adjusted higher-order expected shortfall
- Model uncertainty and scenario aggregation
- Calibrating Distribution Models from PELVE
- Risk concentration and the mean-expected shortfall criterion
- Quantile approach to intertemporal consumption with multiple assets
- Censored beliefs and wishful thinking
- Investigating the impact of consumption distribution on CRRA estimation: quantile-CCAPM-based approach
- Dynamic economics with quantile preferences
- Gradient-based reinforcement learning for dynamic quantile models
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