Similar Search Results

Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines

Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617

Persistent link: https://www.econbiz.de/10012116366

Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization

Denuit, Michel; Mesfioui, Mhamed - In: Insurance / Mathematics & economics 72 (2017), pp. 1-5

Persistent link: https://www.econbiz.de/10011691479

Tradeoffs for downside risk-averse decision-makers and the self-protection decision

Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47

Persistent link: https://www.econbiz.de/10011447270

Bivariate almost stochastic dominance

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405

Persistent link: https://www.econbiz.de/10010436193

Multivariate concave and convex stochastic dominance

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

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

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

Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295

Persistent link: https://www.econbiz.de/10010345255

Multivariate concave and convex stochastic dominance

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

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

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

From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59

Persistent link: https://www.econbiz.de/10013534509