Search Results - subject:"Convex order"

Comonotonicity and Pareto optimality, with application to collaborative insurance

Denuit, Michel; Dhaene, Jan; Ghossoub, Mario; Robert, … - In: Insurance : mathematics and economics 120 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015431877

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

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

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

A new characterization of second-order stochastic dominance

Guan, Yuanying; Huang, Muqiao; Wang, Ruodu - In: Insurance : mathematics and economics 119 (2024), pp. 261-267

Persistent link: https://www.econbiz.de/10015357883

Convex ordering for stochastic Volterra equations and their Euler schemes

Jourdain, Benjamin; Pagès, Gilles - In: Finance and stochastics 29 (2025) 1, pp. 1-62

Persistent link: https://www.econbiz.de/10015394769

Bayesian comparative statics

Mekonnen, Teddy; Leal Vizcaíno, René - In: Theoretical Economics 17 (2022) 1, pp. 219-251

We study how changes to the informativeness of signals in Bayesian games and single-agent decision problems affect the distribution of equilibrium actions. Focusing on supermodular environments, we provide conditions under which a more precise private signal for one agent leads to an...

Persistent link: https://www.econbiz.de/10013189084

Bayesian comparative statics

Mekonnen, Teddy; Leal Vizcaíno, René - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 1, pp. 219-251

We study how changes to the informativeness of signals in Bayesian games and single‐agent decision problems affect the distribution of equilibrium actions. Focusing on supermodular environments, we provide conditions under which a more precise private signal for one agent leads to an...

Persistent link: https://www.econbiz.de/10012806926

Adjusted higher-order expected shortfall

Zou, Zhenfeng; Hu, Taizhong - In: Insurance : mathematics and economics 115 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015066721

Convex and Lorenz orders under balance correction in nonlife insurance pricing : review and new developments

Denuit, Michel; Trufin, Julien - In: Insurance : mathematics and economics 118 (2024), pp. 123-128

Persistent link: https://www.econbiz.de/10015067035

Scheduling with testing of heterogeneous jobs

Levi, Retsef; Magnanti, Thomas L.; Shaposhnik, Yaron - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 2934-2953

Persistent link: https://www.econbiz.de/10014550973

Adjusted Rényi entropic value-at-risk

Zou, Zhenfeng; Wu, Qinyu; Xia, Zichao; Hu, Taizhong - In: European journal of operational research : EJOR 306 (2023) 1, pp. 255-268

Persistent link: https://www.econbiz.de/10014276754

1
2
3
4
5
6
7
8
9
Next
Last