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General linear formulations of stochastic dominance criteria
Post, Thierry; Kopa, Miloš - In: European Journal of Operational Research 230 (2013) 2, pp. 321-332
-trivial violations of non-satiation and prudence. …
Persistent link: https://www.econbiz.de/10011052493
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Apportioning of risks via stochastic dominance
Eeckhoudt, Louis; Schlesinger, Harris; Tsetlin, Ilia - 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/10010264492
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Putting risk in its proper place
Eeckhoudt, Louis; Schlesinger, Harris - 2005
This paper examines preferences towards particular classes of lottery pairs. We show how concepts such as prudence and …
Persistent link: https://www.econbiz.de/10010271070
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Putting Risk in its Proper Place
Eeckhoudt, Louis; Schlesinger, Harris - CESifo - 2005
This paper examines preferences towards particular classes of lottery pairs. We show how concepts such as prudence and …
Persistent link: https://www.econbiz.de/10005765912
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Apportioning of Risks via Stochastic Dominance
Eeckhoudt, Louis; Schlesinger, Harris; Tsetlin, Ilia - CESifo - 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/10005181585
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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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A general theory of risk apportionment
Gollier, Christian - 2019
Persistent link: https://www.econbiz.de/10012181424
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Adam Smith on lotteries : an interpretation and formal restatement
Bréban, Laurie; Lapidus, André - In: The European journal of the history of economic thought 26 (2019) 1, pp. 157-197
Persistent link: https://www.econbiz.de/10012205859
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Greater mutual aggravation
Ebert, Sebastian; Nocetti, Diego; Schlesinger, Harris - In: Management science : journal of the Institute for … 64 (2018) 6, pp. 2809-2811
Persistent link: https://www.econbiz.de/10011879029
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A general theory of risk apportionment
Gollier, Christian - In: Journal of economic theory 192 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012805415