Ordering risks: Expected utility theory versus Yaari's dual theory of risk
暂无分享,去创建一个
[1] S. Shavell. On Moral Hazard and Insurance , 1979 .
[2] M. Yaari,et al. A controversial proposal concerning inequality measurement , 1988 .
[3] D. Denneberg. Non-additive measure and integral , 1994 .
[4] M. Yaari. The Dual Theory of Choice under Risk , 1987 .
[5] J. Weymark. An Alternative Proof of Ben Porath and Gilboa's Generalized Gini Characterization Theorem , 1995 .
[6] Satya R. Chakravarty,et al. EXTENDED GINI INDICES OF INEQUALITY , 1988 .
[7] Equilibrium in Competitive Insurance Markets Under Adverse Selection and Yaari's Dual Theory of Risk , 2000 .
[8] Shaun S. Wang. Premium Calculation by Transforming the Layer Premium Density , 1996, ASTIN Bulletin.
[9] Shaun S. Wang,et al. Exponential and scale mixtures and equilibrium distributions , 1998 .
[10] Marco Scarsini,et al. A note on stochastic dominance and inequality measures , 1989 .
[11] A. Müller. Orderings of risks: A comparative study via stop-loss transforms , 1996 .
[12] J. Neumann,et al. Theory of Games and Economic Behavior. , 1945 .
[13] J. Quiggin. Generalized expected utility theory : the rank-dependent model , 1994 .
[14] Risk exchange I: A unification of some existing results , 1992 .
[15] Shlomo Yitzhaki,et al. On an Extension of the Gini Inequality Index , 1983 .
[16] G. Whitmore,et al. Third-Degree Stochastic Dominance , 1970 .
[17] Marc Goovaerts,et al. Comonotonicity and Maximal Stop-Loss Premiums , 2000 .
[18] J. Pratt. RISK AVERSION IN THE SMALL AND IN THE LARGE11This research was supported by the National Science Foundation (grant NSF-G24035). Reproduction in whole or in part is permitted for any purpose of the United States Government. , 1964 .
[19] Virginia R. Young,et al. Risk-adjusted credibility premiums using distorted probabilities , 1998 .
[20] V. Young,et al. Explaining Insurance Policy Provisions via Adverse Selection , 1997 .
[21] G. Taylor. Risk exchange II: Optimal reinsurance contracts , 1992 .
[22] M. Yaari,et al. Uncertain lifetime, life insurance, and the theory of the consumer , 1965 .
[23] K. Arrow. Essays in the theory of risk-bearing , 1958 .
[24] I. Gilboa,et al. Linear Measures, the Gini Index, and The Income-Equality Trade-off , 1994 .
[25] Michael Hoy,et al. The Normative Significance of Using Third-Degree Stochastic Dominance in Comparing Income Distributions , 1994 .
[26] Ordering of risks under PH-transforms , 1996 .
[27] A. Röell. Risk Aversion in Quiggin and Yaari's Rank-Order Model of Choice under Uncertainty , 1987 .
[28] Karl Borch. THE ECONOMICS OF UNCERTAINTY, X , 1965 .
[29] Vijay S. Bawa,et al. Research Bibliography-Stochastic Dominance: A Research Bibliography , 1982 .
[30] J. Quiggin,et al. Generalized Expected Utility Theory. The Rank-Dependent Model , 1996 .
[31] Shaun S. Wang,et al. Axiomatic characterization of insurance prices , 1997 .
[32] Marc Goovaerts,et al. Ordering of actuarial risks , 1994 .