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~isPartOf:"Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The review of economics and statistics"
~subject:"Erwartungsnutzen"
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Erwartungsnutzen
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2
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
Insurance / Mathematics & economics
The review of economics and statistics
Journal of mathematical economics
23
Theory and decision : an international journal for multidisciplinary advances in decision science
20
Economic theory : official journal of the Society for the Advancement of Economic Theory
12
Economics letters
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Journal of economic theory
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Journal of risk and uncertainty : JRU
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European journal of operational research : EJOR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of the economics of risk and uncertainty : volume 1
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Handbook of the economics of risk and uncertainty ; Volume 1
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Journal of economic psychology : research in economic psychology and behavioral economics
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Models of risk preferences : descriptive and normative challenges
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Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
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Quantitative economics : QE ; journal of the Econometric Society
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1
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
2
Concave/convex weighting and utility functions for risk : a new light on classical theorems
Wakker, Peter P.
;
Yang, Jingni
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 429-435
Persistent link: https://www.econbiz.de/10012622403
Saved in:
3
On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
Chudziak, J.
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 154-159
Persistent link: https://www.econbiz.de/10012419195
Saved in:
4
Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias
;
Sun, Chaofan
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
Saved in:
5
Optimal insurance under rank-dependent expected utility
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 51-66
Persistent link: https://www.econbiz.de/10012058906
Saved in:
6
On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory
Chudziak, J.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 243-246
Persistent link: https://www.econbiz.de/10011825485
Saved in:
7
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
8
Expected utility and catastrophic consumption risk
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 306-312
Persistent link: https://www.econbiz.de/10011398086
Saved in:
9
Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
Saved in:
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