Correlation aversion and bivariate stochastic dominance with respect to reference functions
From MaRDI portal
Publication:6607491
DOI10.1016/J.INSMATHECO.2024.06.005zbMATH Open1544.91268MaRDI QIDQ6607491FDOQ6607491
Authors: Jingyuan Li, Jian-Li Wang, Lin Zhou 
Publication date: 18 September 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Recommendations
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- A modified version of stochastic dominance involving dependence
- Extremal moment methods and stochastic orders. Application in actuarial science
- Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
- Laplace transform ordering of actuarial quantities.
Cites Work
- Comparison methods for stochastic models and risks
- Stochastic orders
- Choice among distributions
- The Efficiency Analysis of Choices Involving Risk
- The economics of risk and time
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Minimizing a Submodular Function on a Lattice
- Monotone Comparative Statics
- Correlated risks, bivariate utility and optimal choices
- Multivariate concave and convex stochastic dominance
- Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Generalized increasing convex and directionally convex orders
- Second Degree Stochastic Dominance with Respect to a Function
- Another look at risk apportionment
- Substituting one risk increase for another: a method for measuring risk aversion
- Stochastic Dominance Decision Rules when the Attributes are Utility Independent
- Increasing risk
- Risk Independence and Multiattributed Utility Functions
- Title not available (Why is that?)
- On multivariate prudence
- Health and portfolio choices: a diffidence approach
- Intensity of preferences for bivariate risk apportionment
This page was built for publication: Correlation aversion and bivariate stochastic dominance with respect to reference functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607491)
