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Cites work
- scientific article; zbMATH DE number 37463 (Why is no real title available?)
- scientific article; zbMATH DE number 3563431 (Why is no real title available?)
- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- A Schur concave characterization of risk aversion for non-expected utility preferences
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
- Non-additive measure and integral
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Separating marginal utility and probabilistic risk aversion
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- The Dual Theory of Choice under Risk
- The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
Cited in
(21)- Characterization of symmetrical monotone risk aversion in the RDEU model.
- Local risk aversion in the rank dependent expected utility model: first order versus second order effects
- Risk attitudes in axiomatic decision theory: a conceptual perspective
- Extreme-aggregation measures in the RDEU model
- Delayed probabilistic risk attitude: a parametric approach
- Characterization of left-monotone risk aversion in the RDEU model
- Risk-induced discounting
- Rank-dependent utility and risk taking in complete markets
- Bringing order to rankings of utility functions by strong increases in nth order aversion to risk
- A Schur concave characterization of risk aversion for non-expected utility preferences
- Characterizations of risk aversion in cumulative prospect theory
- Dual moments and risk attitudes
- Cost-efficient payoffs under model ambiguity
- Stochastic dominance representation of optimistic belief: theory and applications
- Risk aversion over finite domains
- Risk behavior for gain, loss, and mixed prospects
- Observing different orders of risk aversion
- Rationalizing investors' choices
- Prudence and higher-order risk attitudes in the rank-dependent utility model
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Editorial to the special issue on behavioral insurance: mathematics and economics
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