scientific article; zbMATH DE number 3342731
From MaRDI portal
Publication:5618987
zbMath0215.58602MaRDI QIDQ5618987
Publication date: 1970
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
WEIGHTED QUASI-ARITHMETIC MEANS AND A RISK INDEX FOR STOCHASTIC ENVIRONMENTS, MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES, Uncertain lifetime, risk aversion and life insurance, Pension Plan Funding, Technology Choice, and the Equity Risk Premium, THE LIMITS OF ECONOMETRICS: NONPARAMETRIC ESTIMATION IN HILBERT SPACES, Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application, Credibilistic risk aversion, Pricing risk when distributions are fat tailed, Marginal Likelihood Estimation with the Cross-Entropy Method, Optimal insurance and reinsurance policies chosen jointly in the individual risk model, The stochastic interdependence of dynamic risk-sensitive decision rules, A note on Mossin’s theorem for deductible insurance given random initial wealth, Belief aggregation for representative agent models, Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion, Risk-Sensitive Reinforcement Learning via Policy Gradient Search, Subjective expected utility through stochastic independence, Complex portfolio selection via convex mixed‐integer quadratic programming: a survey, Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes, Pareto-optimal risk sharing with fixed costs per claim, Optimal allocation of policy limits in layer reinsurance treaties, Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach, Ambiguity and the Bayesian Paradigm, Optimal insurance and generalized deductibles, Universal Portfolios, Effects of Competition on Insurance Contract Formation, Arrow's Theorem of the Deductible with Heterogeneous Beliefs, Aggregated Mean Ratios of an Interval Induced from Aggregation Operations, Path-breaking contributions of K. J. Arrow, Risk Aversion in Travel Mode Choice with Rank-Dependent Utility, Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach, Comonotonic proper scoring rules to measure ambiguity and subjective beliefs, Binary Relations in Mathematical Economics: On Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot, Pareto optimal allocations of nonconvex economies in locally convex spaces, Optimal Portfolio Selection with Transaction Costs, AMBIGUOUS RISK AVERSION UNDER CAPACITY, Impact of Counterparty Risk on the Reinsurance Market, ON NON-MONETARY MEASURES IN THE FACE OF RISKS AND THE SIGNS OF THE DERIVATIVES, Third-degree stochastic dominance and axioms for a convex marginal utility function, Stochastic processes of temporary equilibria, Optimal investment strategy for defined contribution pension schemes, A dynamic portfolio choice model of tax evasion: Comparative statics of tax rates and its implication for economic growth, Do the Wealthy Risk More Money? An Experimental Comparison, On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences., Budget-constrained optimal retention with an upper limit on the retained loss, Possibilistic Risk Aversion and Coinsurance Problem, A Risk Approach by Credibility Theory, Unnamed Item, IFORS' Operational Research Hall of Fame, Finite sequences of St. Petersburg games: inferences from a simulation study, Implications of constant risk aversion, BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION, ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES, Relative deprivation as a cause of risky behaviors, Unnamed Item, A minimal extension of Bayesian decision theory, Risk aversion with two risks: a theoretical extension, Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory, Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model, Optimal life-cycle consumption and investment decisions under age-dependent risk preferences, Mean-risk analysis with enhanced behavioral content, Continuous quasi-hyperbolic discounting, The influence of fear in decisions: experimental evidence, Optimal insurance under costly falsification and costly, inexact verification, Comparative statics effects independent of the utility function. When do we act the same way under risk?, Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows, Risk shaping in production planning problem with pricing under random yield, Portfolio inertia under ambiguity, Stochastic dominance and absolute risk aversion, Moments of utility functions and their applications, Foundations of Bayesian theory, Pareto utility, Measures of risk aversion with many commodities, A comment on two concepts of risk premia and certainty equivalents, Increasing risk and consumption-saving decisions. Some comparative statics results, Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges, Risk aversion and optimal forest replanting: a stochastic efficiency study, On the magnitude of relative risk aversion, Pricing of non-redundant derivatives in a complete market, An optimal insurance design problem under Knightian uncertainty, Adaptive utility and trial aversion, The foundations of probability with black swans, Selling to the ``newsvendor with a forecast update: analysis of a dual purchase contract, Compromise programming: a utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions, Measuring how risk tradeoffs adjust with income, Optimal insurance strategies in a risk process with restrictions on policyholder risks, Prudence probability premium, Dynamic choice with constant source-dependent relative risk aversion, Simple axioms for countably additive subjective probability, Riskiness for sets of gambles, Variational Bewley preferences, Risk management under a prudential policy, Sustained positive consumption in a model of stochastic growth: the role of risk aversion, Characterization of left-monotone risk aversion in the RDEU model, An experimental test for risk aversion, Convex functions on non-convex domains, Increases in risk aversion and the distribution of portfolio payoffs, The futures price of a commodity in fixed supply, A characterization of economies with the non-substitution property, Portfolio diversification and taxation, A new parametric test for the structure of risk preferences, Precautionary saving and risk aversion: an anticipated utility approach, Comparative risk aversion, Ioffe's normal cone and the foundations of welfare economics: an example, The demand for a risky asset in the presence of a background risk, Behavioral assumptions for a class of utility theories: a program of experiments, Separating curvature and elevation: a parametric probability weighting function, On the confidence preferences model, Relative risk aversion and the transmission of financial crises, Uncertainty averse preferences, A possibilistic approach to risk aversion, Risk-averse asymptotics for reservation prices, Updating toward the signal, Multidimensional possibilistic risk aversion, Computing rank dependent utility in graphical models for sequential decision problems, Behavioral optimal insurance, When can expected utility handle first-order risk aversion?, Optimal insurance under the insurer's risk constraint, Optimal insurance design of ambiguous risks, Decreasing ross risk aversion: higher-order generalizations and implications, Consumer surplus analysis under uncertainty: a general equilibrium perspective, Prospect and Markowitz stochastic dominance, An optimal insurance strategy for an individual under an intertemporal equilibrium, Approximating a cost-of-living index from demand functions, Asset pricing and productivity growth: The role of consumption scenarios, Insurance and decision-taking, The foundations of statistics with black swans, Intensity of the sense of fairness: Measurement and behavioral characterization, General equilibrium, wariness and efficient bubbles, The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications, Optimal correction for guessing in multiple-choice tests, The influence of probabilities on the response mode bias in utility elicitation, Viable allocations of information in financial markets, The aggregation of risk aversions, Representing risk preferences in expected utility based decision models, Convergence of utility indifference prices to the superreplication price: the whole real line case, Multimode utility theory, Guest editorial. The economics and econometrics of risk: an introduction to the special issue, Global identification of risk preferences with revealed preference data, Semi-nonparametric test of second degree stochastic dominance with respect to a function, Production decisions under joint price and production uncertainty, Differentiability of von Neumann-Morgenstern utility functions, Piecewise additivity for non-expected utility, First order versus second order risk aversion, A behavioral foundation for fuzzy measures, Optimal incentive contracts with imperfect information, SSB utility theory: An economic perspective, Multivariate decision-making, Temporal risk and the nature of induced preferences, Stochastic dominance and parameter estimation: The case of symmetric stable distributions, Property insurance, quality and reservation premium: a note, The so-called expected utility theory is inadequate, Risk taking by banks and capital accumulation: A portfolio approach, An empirical investigation of the assumptions of risk-value models, Robust optimization for performance tuning of modern database systems, On equilibrium existence in generalized multi-prize nested lottery contests, Concave utility on finite sets, Risk aversion for losses and the Nash bargaining solution, Restricted increases in risk aversion and their application, Optimal risk sharing with background risk, On the precautionary motive for savings and prudence in the rank-dependent utility framework, Evaluating decision maker ``type under \(p\)-additive utility representations, Unbounded probabilistic sophistication, A representation of decision by analogy, S-shaped narrow framing, skewness and the demand for insurance, Expected utility operators and coinsurance problem, Expected utility operators and possibilistic risk aversion, A theory of coarse utility, Greater parametric downside risk aversion, Designing sound deposit insurances, Joint stochastic orders of high degrees and their applications in portfolio selections, Subjective expected utility with imperfect perception, One theory for two different risk premia, Nonparametric predictive utility inference, Rejecting small gambles under expected utility, Optimal health insurance with constraints under utility of health, wealth and income, Risk-adjusted bowley reinsurance under distorted probabilities, Testing constant absolute and relative ambiguity aversion, Stochastic dominance representation of optimistic belief: theory and applications, Optimal insurance under rank-dependent expected utility, Is it myopia or loss aversion? A study on investment game experiments, The solution of the optimal insurance problem with background risk, Risk aversion and risk vulnerability in the continuous and discrete case, Greater Arrow-Pratt (absolute) risk aversion of higher orders, Portfolio performance evaluation in a mean--variance--skewness framework, When Ross meets Bell: the linex utility function, Substituting one risk increase for another: a method for measuring risk aversion, Optimal health insurance and trade-off between health and wealth, Unique solutions for stochastic recursive utilities, Stronger measures of higher-order risk attitudes, Comparative ross risk aversion in the presence of mean dependent risks, Ambiguity and robust statistics, On multivariate prudence, Price volatility and risk with non-separability of preferences, Precautionary saving in the large: \(n\)th degree deteriorations in future income, Nonparametric risk management and implied risk aversion, Expected utility maximization of optimal stopping problems, Mean-variance portfolios using Bayesian vector-autoregressive forcasts, The median-based resolution of the St. Petersburg paradox, Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory, Game-theoretic analysis of cooperation among supply chain agents: Review and extensions, A class of multiattribute utility functions, On the St. Petersburg Paradox, On the Bayesian interpretation of Black-Litterman, Contracting under uncertainty: a principal-agent model with ambiguity averse parties, Robust reinsurance contracts with uncertainty about jump risk, Budget-constrained optimal insurance without the nonnegativity constraint on indemnities, Pareto-optimal insurance policies: the case of normal summary risk, An extension of Arrow's result on optimality of a stop loss contract, Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model, David Donaldson, Budget-constrained optimal insurance with belief heterogeneity, The Pearson system of utility functions, Preference aggregation under uncertainty: Savage vs. Pareto, Production under uncertainty with insurance or hedging, Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance, Subjective expected utility theory without states of the world, Stochastic Pareto-optimal reinsurance policies, On probabilities and loss aversion, The no-trade interval of Dow and Werlang: some clarifications, Asymptotic normality of nonparametric estimate for zero-utility premiums, Concavity, stochastic utility, and risk aversion, Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes, An index of loss aversion, Archimedean copulas derived from utility functions, Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital, Necessary conditions for comparative statics under uncertainty, Risk, ambiguity, and Giffen assets, Comparative statics derivatives with nonlinear preferences, Approximate portfolio analysis, Multi-prize contests with risk-averse players, Utility indifference pricing and the Aumann-Serrano performance index, Is the inf-convolution of law-invariant preferences law-invariant?, Concave distortion risk minimizing reinsurance design under adverse selection, The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis, Risk preference and indirect utility in portfolio-choice problems, Adverse selection, efficiency and the structure of information, A multifactor model for international plant location and financing under uncertainty, Ambiguity aversion and wealth effects, Comparative statics and non-expected utility preferences, Export subsidy and antitrust policies in oligopoly with and without threat of entry, Learning and self-confirming long-run biases, Pure rank preferences and variation in risk-taking behavior, On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences, The comparative statics on asset prices based on bull and bear market measure, Buyer feedback as a filtering mechanism for reputable sellers, The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility, Disentangling intertemporal substitution and risk aversion under the expected utility theorem, Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory, Saving and dissaving under Ramsey-Rawls criterion, The monetary utility premium and interpersonal comparisons, Vigilant measures of risk and the demand for contingent claims, Ambiguity on the insurer's side: the demand for insurance, Consistent modeling of risk averse behavior with spectral risk measures, Decision tree analysis for a risk averse decision maker: CVaR criterion, Bilateral monopoly with imperfect information, The St. Petersburg paradox: an experimental solution, Portfolio characterization of risk aversion, Multivariate risk premiums, Empirical Bayes stock market portfolios, Approximation aggregation under uncertainty, Expectation dependence of random variables, with an application in portfolio theory, Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion, A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories, The effect of prudence on the optimal allocation in possibilistic and mixed models, Risk aversion in the theory of expected utility with rank dependent probabilities, Distributive justice in taxation, Premium rating under non-exponential utility, Symmetric QP and linear programming under primal-dual uncertainty, The Nash bargaining solution is optimal, Valuation equilibrium and Pareto optimum in non-convex economies, The algebraic versus the topological approach to additive representations, Instrument effects and stochastic dominance, The probability premium: a graphical representation, Gender differentiation in risk-taking behavior: on the relative risk aversion of single men and single women, Theory of dynamic portfolio for survival under uncertainty, On the derivation of reinsurance premiums, Informal insurance networks, Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity, Strategic asset allocation, A market structure for an environment with heterogeneous job-matches, indivisible labor and persistent unemployment, On the theory of risk aversion and the theory of risk, Optimal expected utility risk measures, Spot trading, efficiency, and differential information, On risk aversion under fuzzy random data, Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method, An MCDM analysis of agricultural risk aversion., Symmetry axioms and perceived ambiguity, On optimal distribution of output from a jointly owned resource, Decomposing risk in an exploitation-exploration problem with endogenous termination time, Risk measures based on behavioural economics theory, Mean--Gini analysis in R\&D portfolio selection., IID: Independently and indistinguishably distributed., Risk and the gain from information, Revenue-sharing clubs provide economic insurance and incentives for sustainability in common-pool resource systems, The effects of prior outcomes on risky choice: evidence from the stock market, A characterization of the distributions that imply mean-variance utility functions, The origins of quasi-concavity: a development between mathematics and economics., Preservation of More risk averse under expectations, The impact of risk aversion on information transmission between firms, Asset trading mechanisms and expansionary policy, Conventions, social prejudices and discrimination: A festival game with merrymakers, Utility theory with probability-dependent outcome valuation, Portfolio selection by mutual insurance companies and optimal participating insurance policies, Decision policies minimizing risk in a multistage betting game, Further remarks on measures of risk aversion and their uses, Separation theorems and expected utilities, Risk aversion, impatience, and optimal timing decisions, Multivariate constant risk posture, Increasing risk, On the periodic coordination of linear stochastic systems, Team decision theory and integral equations, Job search in a dynamic economy, The precautionary demand for money: A utility maximization approach, Portfolio selection with transactions costs, Least concave utility functions, Choice among distributions, A model of economic growth with altruism between generations, Wealth and the value of generalized lotteries, Stochastic specification of production functions and economic implications, Mutual fund separation in financial theory - the separating distributions, On arbitration schemes for a wealth distribution problem, The impact of uncertainty in a class of objective functions, A simple general equilibrium model of production: Comparative statics with price uncertainty, Further results on the informational efficiency of competitive stock markets, The role of insurance and gambling in allocating risk over time, Time preferences, conditional risk preference, and two-period cardinal utility, Ordering risks: expected utility theory versus Yaari's dual theory of risk, Would a risk-averse newsvendor order less at a higher selling price?, Uncertainty aversion in nonprobabilistic decision models, Complete monotonicity, background risk, and risk aversion, Optimal hedging under output price uncertainty, Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors, Optimization of risk bearing in a statistical model with reinsurance, Multivariate comonotonicity, Asset pricing with incomplete information and fat tails, Possibilistic risk aversion, Stopping rules for utility functions and the St. Petersburg gamble, Variance vs downside risk: Is there really that much difference?, Optimal insurance design with random initial wealth, The topology of fear, A note on the generalised measures of risk aversion, On risk aversion with two risks, Decreasing absolute risk aversion and utility indices derived from cake- eating problems, Efficiency analysis of deductible insurance policies, The comparative statics of cumulative distribution function changes for the class of risk averse agents, Research in decision theory: A personal perspective, Risk aversion in \(n\)-person bargaining, Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset, Incomplete markets, firms and the projection hypothesis, Safety-first analysis and stable Paretian approach to portfolio choice theory, Two-parameter decision models and rank-dependent expected utility, Consistency of mean-variance analysis and expected utility analysis. A complete characterization, Strategic behavior and the persistence of discrimination in professional baseball, On the risk-aversion comparability of state-dependent utility functions
