Pages that link to "Item:Q1265926"
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The following pages link to Ordering risks: expected utility theory versus Yaari's dual theory of risk (Q1265926):
Displaying 50 items.
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- New developments on the \(L_p\)-metric between a probability distribution and its distortion (Q273743) (← links)
- Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems (Q292372) (← links)
- Dynamic quantile models (Q299276) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
- Joint characteristic functions construction via copulas (Q661226) (← links)
- Ranking intersecting Lorenz curves (Q839618) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- Characterization of stochastic orders by \(L\)-functionals (Q882896) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Continuous representability of homothetic preorders by means of sublinear order-preserving functions (Q1398385) (← links)
- Using Choquet integral in economics (Q1402918) (← links)
- Risk measures and insurance premium principles. (Q1413286) (← links)
- Measurement of relative inequity and Yaari's dual theory of risk. (Q1413305) (← links)
- Choquet pricing and equilibrium. (Q1413404) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- Bi-cooperative games with fuzzy bi-coalitions (Q1759718) (← links)
- Stochastic comparisons of component and system redundancies with dependent components (Q1785235) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Static portfolio choice under cumulative prospect theory (Q1932528) (← links)
- From unidimensional to multidimensional inequality: a review (Q1985869) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Distorted stochastic dominance: a generalized family of stochastic orders (Q2201711) (← links)
- Stochastic dominance relations for generalised parametric distributions obtained through composition (Q2221222) (← links)
- Stochastic ordering of Gini indexes for multivariate elliptical risks (Q2273985) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- Risk apportionment: the dual story (Q2288531) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Optimal insurance in a continuous-time model (Q2507608) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Determination of risk pricing measures from market prices of risk (Q2518550) (← links)
- Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components (Q2629645) (← links)
- On comparing coherent systems with heterogeneous components (Q2806347) (← links)
- Raising and allocation capital principles as optimal managerial contracts (Q2868595) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Comparisons in the mean residual life order of coherent systems with identically distributed components (Q4628718) (← links)
- Stochastic ordering properties for systems with dependent identically distributed components (Q5414540) (← links)
- Stochastic orders and majorization of mean order statistics (Q5754681) (← links)
