Almost expectation and excess dependence notions
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Cites work
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- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
- Monotonic dependence functions of bivariate distributions
- Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
- Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
- The demand for a risky asset in the presence of a background risk
Cited in
(10)- Risk aversion with two risks: a theoretical extension
- Fractional-degree expectation dependence
- Validation of positive expectation dependence
- Testing for positive expectation dependence
- Expectation dependence of random variables, with an application in portfolio theory
- Risk reducers in convex order
- Confidence band for expectation dependence with applications
- Risk aversion, prudence, and asset allocation: a review and some new developments
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization
- Comparative risk aversion with two risks
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