The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
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DOI: 10.1287/mnsc.40.5.662
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Cited by:
- Alex Edmans & Xavier Gabaix, 2011.
"Tractability in Incentive Contracting,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(9), pages 2865-2894.
- Alex Edmans & Xavier Gabaix, 2009. "Tractability in Incentive Contracting," NBER Working Papers 15545, National Bureau of Economic Research, Inc.
- Gabaix, Xavier & Edmans, Alex, 2009. "Tractability in Incentive Contracting," CEPR Discussion Papers 7578, C.E.P.R. Discussion Papers.
- Edmans, Alex & Gabaix, Xavier, 2010. "Tractability in Incentive Contracting," Working Papers 10-13, University of Pennsylvania, Wharton School, Weiss Center.
- Xavier Gabaix & Alex Edmans, 2010. "Tractability in Incentive Contracting," 2010 Meeting Papers 1120, Society for Economic Dynamics.
- Jutta Roosen & David A. Hennessy, 2003.
"Tests for the Role of Risk Aversion on Input Use,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 85(1), pages 30-43.
- Roosen, Jutta & Hennessy, David A., 2001. "Tests For The Role Of Risk Aversion On Input Use," 2001 Annual meeting, August 5-8, Chicago, IL 20498, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Roosen, Jutta & Hennessy, David A., 2003. "Tests for the Role of Risk Aversion on Input Use," Staff General Research Papers Archive 10071, Iowa State University, Department of Economics.
- Muller, Alfred, 1998.
"Comparing risks with unbounded distributions,"
Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
- Alfred Mueller, 1996. "Comparing Risks with Unbounded Distributions," Working Papers 026, Risk and Insurance Archive.
- Yang, Jianping & Zhuang, Weiwei & Hu, Taizhong, 2014. "Lp-metric under the location-independent risk ordering of random variables," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 321-324.
- Michèle Cohen & Isaac Meilijson, 2011.
"In search of a characterization of the preference for safety under the Choquet model,"
Documents de travail du Centre d'Economie de la Sorbonne
11031, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Post-Print halshs-00594082, HAL.
- Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00594082, HAL.
- Sordo, Miguel A., 2009. "On the relationship of location-independent riskier order to the usual stochastic order," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 155-157, January.
- Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004.
"Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model,"
Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Post-Print halshs-00212281, HAL.
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
- Michèle Cohen & Isaac Meilijson, 2014.
"Preference for safety under the Choquet model: in search of a characterization,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(3), pages 619-642, April.
- Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Post-Print hal-00840001, HAL.
- Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," PSE-Ecole d'économie de Paris (Postprint) hal-00840001, HAL.
- Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00840001, HAL.
- Mich�le Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis," Mathematical Population Studies, Taylor & Francis Journals, vol. 22(1), pages 53-70, March.
- Muller, Alfred, 1998.
"Another Tale of Two Tails: On Characterizations of Comparative Risk,"
Journal of Risk and Uncertainty, Springer, vol. 16(2), pages 187-197, May-June.
- Alfred Mueller, 1996. "Another tale of two tails: On characterizations of comparative risk," Working Papers 025, Risk and Insurance Archive.
- Michèle Cohen, 2008.
"Risk Perception, Risk Attitude and Decision : a Rank-Dependent Approach,"
Post-Print
halshs-00348810, HAL.
- Michèle Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: a Rank-Dependent Approach," Post-Print halshs-00310491, HAL.
- Michèle Cohen, 2008. "Risk Perception, Risk Attitude and Decision : a Rank-Dependent Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348810, HAL.
- Michèle Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: a Rank-Dependent Approach," PSE-Ecole d'économie de Paris (Postprint) halshs-00310491, HAL.
- Michèle Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: a Rank-Dependent Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00310491, HAL.
- Michèle Cohen, 2008. "Risk perception, risk attitude and decision: a Rank-Dependent approach," Documents de travail du Centre d'Economie de la Sorbonne v08084, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Mao, Tiantian & Hu, Taizhong, 2012. "Characterization of left-monotone risk aversion in the RDEU model," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 413-422.
- Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015.
"Optimality of deductible for Yaari's model: a reappraisal,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01224502, HAL.
- Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015. "Optimality of deductible for Yaari's model: a reappraisal," Documents de travail du Centre d'Economie de la Sorbonne 15072, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015. "Optimality of deductible for Yaari's model: a reappraisal," Post-Print halshs-01224502, HAL.
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Keywords
location independent risk; Arrow-Pratt measure; Bickel-Lehmann dispersion; risk premium;All these keywords.
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