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Apportioning of risks via stochastic dominance

Eeckhoudt, Louis R. (contributor); … - 2008

Consider a simple two-state risk with equal probabilities for the two states. In particular, assume that the random wealth variable Xi dominates Yi via ith-order stochastic dominance for i = M,N. We show that the 50-50 lottery [XN + YM, YN + XM] dominates the lottery [XN + XM, YN + YM] via (N +...

Persistent link: https://www.econbiz.de/10003790970

Multivariate concave and convex stochastic dominance

Denuit, Michel; Eeckhoudt, Louis R.; Tsetlin, Ilia; … - 2010

Persistent link: https://www.econbiz.de/10008649436

Multivariate concave and convex stochastic dominance

Denuit, Michel; Eeckhoudt, Louis R.; Tsetlin, Ilia; … - 2010

Persistent link: https://www.econbiz.de/10008807601

Apportioning of risks via stochastic dominance

Eeckhoudt, Louis R.; Schlesinger, Harris; Tsetlin, Ilia - In: Journal of economic theory 144 (2009) 3, pp. 994-1003

Persistent link: https://www.econbiz.de/10003856251

Generalized almost stochastic dominance

Tsetlin, Ilia; Winkler, Robert L.; Huang, Rachel J.; … - In: Operations research 63 (2015) 2, pp. 363-377

Persistent link: https://www.econbiz.de/10010526703

Strategic choise of variability in multiround contests and contest with handicaps

Tsetlin, Ilia; Gaba, Anil; Winkler, Robert L. - In: Journal of risk and uncertainty : JRU 29 (2004) 2, pp. 143-158

Persistent link: https://www.econbiz.de/10002243313

Modifying variability and correlation in winner-take-all contests

Gaba, Anil (contributor); Tsetlin, Ilia (contributor); … - 2002 - [Elektronische Ressource], rev. version of 2001/43/TM

Persistent link: https://www.econbiz.de/10001715869

Modifying variability and correlations in winner-take-all contests

Gaba, Anil (contributor); Tsetlin, Ilia (contributor); … - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001825980

Multivariate Concave and Convex Stochastic Dominance

Denuit, Michel - 2010

Stochastic dominance permits a partial ordering of alternatives (probability distributions on consequences) based only on partial information about a decision maker's utility function. Univariate stochastic dominance has been widely studied and applied, with general agreement on classes of...

Persistent link: https://www.econbiz.de/10013144457