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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

Setting price or quantity : depends on what the seller is uncertain

Padmanabhan, V. T.; Tsetlin, Ilia; Van Zandt, Timothy - 2008

Persistent link: https://www.econbiz.de/10003909989

Multiattribute utility satisfying a preference for combining good with bad

Tsetlin, Ilia; Winkler, Robert L. - In: Management science : journal of the Institute for … 55 (2009) 12, pp. 1942-1952

Persistent link: https://www.econbiz.de/10003928496

Setting price or quantity : depends on what the seller is more uncertain about

Padmanabhan, V. T.; Tsetlin, Ilia; Van Zandt, Timothy - In: Quantitative marketing and economics : QME 8 (2010) 1, pp. 35-60

Persistent link: https://www.econbiz.de/10003958895

Risk appointment and stochastic dominance

Eeckhoudt, Louis R. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003592031

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

Deadline setting decisions under reciprocation uncertainty : an experimental study

Lau, Nelson; Bearden, J. Neil; Tsetlin, Ilia - 2011

Persistent link: https://www.econbiz.de/10009375640

Search before trade-offs are known

Massala, Otso; Tsetlin, Ilia - In: Decision analysis : a journal of the Institute for … 12 (2015) 3, pp. 105-121

Persistent link: https://www.econbiz.de/10011349552

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

Search before trade-offs are known

Massala, Otso; Tsetlin, Ilia - 2014 - Rev. vers. of 2013/74/DS

Persistent link: https://www.econbiz.de/10010379439

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