IDEAS home Printed from https://ideas.repec.org/r/kap/jrisku/v14y1997i2p103-27.html
   My bibliography  Save this item

Increasing Risk: Some Direct Constructions

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. John A. Major & Stephen J. Mildenhall, 2020. "Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market," Papers 2008.12427, arXiv.org.
  2. Arcand, Jean-Louis & Hongler, Max-Olivier & Rinaldo, Daniele, 2020. "Increasing risk: Dynamic mean-preserving spreads," Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 69-82.
  3. Grant, Simon & Quiggin, John, 2005. "Increasing uncertainty: a definition," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 117-141, March.
  4. Jie Ning & Matthew J. Sobel, 2018. "Production and Capacity Management with Internal Financing," Manufacturing & Service Operations Management, INFORMS, vol. 20(1), pages 147-160, February.
  5. Platteau, Jean-Philippe & Somville, Vincent & Wahhaj, Zaki, 2014. "Elite capture through information distortion: A theoretical essay," Journal of Development Economics, Elsevier, vol. 106(C), pages 250-263.
  6. Morone, Andrea & Ozdemir, Ozlem, 2012. "Black swan protection: an experimental investigation," MPRA Paper 38842, University Library of Munich, Germany.
  7. Gajdos, Thibault & Weymark, John A., 2012. "Introduction to inequality and risk," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1313-1330.
  8. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
  9. Sergiu Hart & Philip J. Reny, 2015. "Implementation of reduced form mechanisms: a simple approach and a new characterization," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(1), pages 1-8, April.
  10. Anil Gaba & Ilia Tsetlin & Robert L. Winkler, 2004. "Modifying Variability and Correlations in Winner-Take-All Contests," Operations Research, INFORMS, vol. 52(3), pages 384-395, June.
  11. Camacho, Carmen & Kamihigashi, Takashi & Sağlam, Çağrı, 2018. "Robust comparative statics for non-monotone shocks in large aggregative games," Journal of Economic Theory, Elsevier, vol. 174(C), pages 288-299.
  12. Alfred Müller & Marco Scarsini, 2001. "Stochastic Comparison of Random Vectors with a Common Copula," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 723-740, November.
  13. John W. Pratt, 2008. "Some neglected axioms in fair division," Harvard Business School Working Papers 08-094, Harvard Business School.
  14. K. Vela Velupillai, 2016. "Seven Kinds of Computable and Constructive Infelicities in Economics," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 219-239, November.
  15. André de Palma & Nathalie Picard, 2006. "Route Choice Behaviour with Risk-Averse Users," Chapters, in: Aura Reggiani & Peter Nijkamp (ed.), Spatial Dynamics, Networks and Modelling, chapter 7, Edward Elgar Publishing.
  16. Justin P. Johnson & David P. Myatt, 2006. "On the Simple Economics of Advertising, Marketing, and Product Design," American Economic Review, American Economic Association, vol. 96(3), pages 756-784, June.
  17. 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.
  18. Chiu, W. Henry, 2019. "Comparative statics in an ordinal theory of choice under risk," Mathematical Social Sciences, Elsevier, vol. 101(C), pages 113-123.
  19. John Pratt, 2010. "Nondiscrimination and monotonicity in fair division," Annals of Operations Research, Springer, vol. 176(1), pages 379-387, April.
  20. de Palma, André & Picard, Nathalie, 2005. "Route choice decision under travel time uncertainty," Transportation Research Part A: Policy and Practice, Elsevier, vol. 39(4), pages 295-324, May.
  21. Müller, Alfred & Scarsini, Marco, 2012. "Fear of loss, inframodularity, and transfers," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1490-1500.
  22. Sergiu Hart & Philip J. Reny, 2015. "Implementation of reduced form mechanisms: a simple approach and a new characterization," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(1), pages 1-8, April.
  23. Marx, Philip, 2024. "Sharp bounds in the latent index selection model," Journal of Econometrics, Elsevier, vol. 238(2).
  24. Claudio Bonilla & Marcos Vergara, 2022. "New results on precautionary saving and nonlinear risks," Journal of Economics, Springer, vol. 136(2), pages 177-189, July.
  25. James A. Ligon & Paul D. Thistle, 2008. "Adverse Selection With Frequency and Severity Risk: Alternative Risk‐Sharing Provisions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(4), pages 825-846, December.
  26. Henry Chiu, W., 2020. "Financial risk taking in the presence of correlated non-financial background risk," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 167-179.
  27. Haar, Lawrence & Gregoriou, Andros, 2021. "Risk management and market conditions," International Review of Financial Analysis, Elsevier, vol. 78(C).
  28. W. Henry Chiu, 2021. "Intersecting Lorenz curves and aversion to inverse downside inequality," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 56(3), pages 487-508, April.
  29. Unser, Matthias, 2000. "Lower partial moments as measures of perceived risk: An experimental study," Journal of Economic Psychology, Elsevier, vol. 21(3), pages 253-280, June.
  30. Keenan, Donald C. & Snow, Arthur, 2012. "Ross risk vulnerability for introductions and changes in background risk," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 197-206.
  31. Jean Baccelli & Georg Schollmeyer & Christoph Jansen, 2022. "Risk aversion over finite domains," Theory and Decision, Springer, vol. 93(2), pages 371-397, September.
  32. Ying-Ju Chen & Brian Tomlin & Yimin Wang, 2013. "Coproduct Technologies: Product Line Design and Process Innovation," Management Science, INFORMS, vol. 59(12), pages 2772-2789, December.
  33. Ozlem Ozdemir & Andrea Morone, 2014. "An experimental investigation of insurance decisions in low probability and high loss risk situations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 9(1), pages 53-67, April.
  34. Eugen Dimant & Michele Gelfand & Anna Hochleitner & Silvia Sonderegger, 2022. "Strategic Behavior with Tight, Loose and Polarized Norms," ECONtribute Discussion Papers Series 198, University of Bonn and University of Cologne, Germany.
  35. Donald C., Rudow, 2005. "Preferences and Increased Risk Aversion under a General Framework of Stochastic Dominance," MPRA Paper 41191, University Library of Munich, Germany, revised 07 Jun 2005.
  36. Rajat Deb & Tae Seo, 2011. "Rothschild and Stiglitz’s mean preserving: revisited," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 37(4), pages 659-668, October.
  37. Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler, 2017. "Between First- and Second-Order Stochastic Dominance," Management Science, INFORMS, vol. 63(9), pages 2933-2947, September.
  38. Anil Gaba & Ajay Kalra, 1999. "Risk Behavior in Response to Quotas and Contests," Marketing Science, INFORMS, vol. 18(3), pages 417-434.
  39. Reluga, Timothy C., 2016. "The importance of being atomic: Ecological invasions as random walks instead of waves," Theoretical Population Biology, Elsevier, vol. 112(C), pages 157-169.
  40. Marco Dall’Aglio & Marco Scarsini, 2000. "Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex," ICER Working Papers - Applied Mathematics Series 27-2003, ICER - International Centre for Economic Research, revised Jul 2003.
  41. Eugen Dimant & Michele Gelfand & Anna Hochleitner & Silvia Sonderegger, 2023. "Strategic Behavior with Tight, Loose and Polarized Norms," CESifo Working Paper Series 10233, CESifo.
  42. Yamashita, Takuro, 2018. "Optimal Public Information Disclosure by Mechanism Designer," TSE Working Papers 18-936, Toulouse School of Economics (TSE).
  43. Weidong Tian & Junya Jiang & Weidong Tian, 2017. "Model Uncertainty Effect on Asset Prices," International Review of Finance, International Review of Finance Ltd., vol. 17(2), pages 205-233, June.
  44. Donald Keenan & Donald Rudow & Arthur Snow, 2008. "Risk preferences and changes in background risk," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 139-152, April.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.