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A separation theorem for the weak s-convex orders

Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 279-284

The present paper extends to higher degrees the well-known separation theorem decomposing a shift in the increasing convex order into a combination of a shift in the usual stochastic order followed by another shift in the convex order. An application in decision making under risk is provided to...

Persistent link: https://www.econbiz.de/10011116648

Almost expectation and excess dependence notions

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401

Persistent link: https://www.econbiz.de/10011377445

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

On s-convex and risk aversion

Denuit, Michel; Lefevre, Claude; Scarsini, Marco - In: Theory and decision : an international journal for … 50 (2001) 3, pp. 239-248

Persistent link: https://www.econbiz.de/10001592603

Some consequences of correlation aversion in decision science

Denuit, Michel; Eeckhoudt, Louis R.; Rey, Béatrice - 2010

Persistent link: https://www.econbiz.de/10003964885

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

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94

Persistent link: https://www.econbiz.de/10010345268