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Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
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Stochastic optimal growth with a non-compact state space
Zhang, Yuzhe - Volkswirtschaftliche Fakultät, … - 2007
This paper studies the stability of a stochastic optimal growth economy introduced by Brock and Mirman [Brock,W.A., Mirman, L., 1972. Optimal economic growth and uncertainty: the discounted case. Journal of Economic Theory 4, 479–513] by utilizing stochastic monotonicity in a dynamic system....
Persistent link: https://www.econbiz.de/10008530725
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Precautionary saving in the large: nth degree deteriorations in future income
Liu, Liqun - In: Journal of mathematical economics 52 (2014), pp. 169-172
Persistent link: https://www.econbiz.de/10010495142
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Distorted stochastic dominance : a generalized family of stochastic orders
Lando, Tommaso; Bertoli-Barsotti, Lucio - In: Journal of mathematical economics 90 (2020), pp. 132-139
Persistent link: https://www.econbiz.de/10012800803
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New results for additive and multiplicative risk apportionment
Loubergé, Henri; Malevergne, Yannick; Rey, Béatrice - In: Journal of mathematical economics 90 (2020), pp. 140-151
Persistent link: https://www.econbiz.de/10012800804
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Another look at risk apportionment
Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343
Persistent link: https://www.econbiz.de/10010190189
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Variance stochastic orders
Gollier, Christian - In: Journal of mathematical economics 80 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
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Greater Arrow-Pratt (absolute) risk aversion of higher orders
Liu, Liqun; Kit, Pong Wong - In: Journal of mathematical economics 82 (2019), pp. 112-124
Persistent link: https://www.econbiz.de/10012105816