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subject:"Theorie"
~isPartOf:"Insurance / Mathematics & economics"
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Search: subject_exact:"Bernoulli utility function"
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Theorie
Erwartungsnutzen
31
Expected utility
31
Theory
23
Risiko
14
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14
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9
Risikoaversion
9
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9
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9
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Choquet integral
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Rank-dependent expected utility
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Ghossoub, Mario
3
Jiang, Wenjun
2
Mao, Tiantian
2
Young, Virginia R.
2
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1
Bernard, Carole
1
Bernhardt, Thomas
1
Boonen, Tim J.
1
Chiu, Mei Choi
1
De Gennaro Aquino, Luca
1
Denuit, Michel
1
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1
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1
Guerra, Manuel
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1
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1
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1
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1
Hu, Taizhong
1
Huggenberger, Markus
1
Ikefuji, Masako
1
Laeven, Roger J. A.
1
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1
Levante, Lucia
1
Li, Bin
1
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1
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1
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1
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Insurance / Mathematics & economics
Journal of economic theory
88
Journal of risk and uncertainty : JRU
72
Economic theory : official journal of the Society for the Advancement of Economic Theory
65
Journal of mathematical economics
50
Theory and decision : an international journal for multidisciplinary advances in decision science
50
Economics letters
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Games and economic behavior
34
Working paper
24
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
21
Journal of economic behavior & organization : JEBO
20
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Working paper / National Bureau of Economic Research, Inc.
16
CESifo working papers
15
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15
European journal of operational research : EJOR
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Social choice and welfare
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Discussion paper
12
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
12
Discussion paper / University of British Columbia, Department of Economics
12
Working papers / Department of Economics, The Johns Hopkins University
12
Discussion paper series / University of Heidelberg, Department of Economics
11
Europäische Hochschulschriften / 5
11
Experimental economics : a journal of the Economic Science Association
11
International economic review
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Risks : open access journal
11
Finance : revue de l'Association Française de Finance
10
International journal of theoretical and applied finance
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NBER Working Paper
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NBER working paper series
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The economic journal : the journal of the Royal Economic Society
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10
Discussion paper / Centre for Economic Policy Research
9
The American economic review
9
Working papers / Innocenzo Gasparini Institute for Economic Research
9
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
9
Working papers in economics and econometrics
9
American journal of agricultural economics
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1
Comparing utility derivative premia under additive and multiplicative risks
Heinzel, Christoph
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 23-40
Persistent link: https://www.econbiz.de/10014316660
Saved in:
2
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
3
Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Liang, Xiaoqing
;
Wang, Ruodu
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 35-59
Persistent link: https://www.econbiz.de/10013264935
Saved in:
4
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:
5
Pareto-optimal reinsurance policies with maximal synergy
Jiang, Wenjun
;
Hong, Hanping
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 185-198
Persistent link: https://www.econbiz.de/10012482847
Saved in:
6
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
Ghossoub, Mario
;
He, Xue Dong
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 6-22
Persistent link: https://www.econbiz.de/10012793906
Saved in:
7
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
8
Reinsurance of multiple risks with generic dependence structures
Guerra, Manuel
;
Moura, Alexandra Bugalho de
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012793952
Saved in:
9
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:
10
Modern tontine with bequest : innovation in pooled annuity products
Bernhardt, Thomas
;
Donnelly, Catherine
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 168-188
Persistent link: https://www.econbiz.de/10012058859
Saved in:
11
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:
12
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
13
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
Saved in:
14
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:
15
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
Saved in:
16
The fundamental theorem of mutual insurance
Albrecht, Peter
;
Huggenberger, Markus
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
Saved in:
17
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
18
The bounds of premium and optimality of stop loss insurance under uncertain random environments
Liu, Ying
;
Li, Xiaozhong
;
Liu, Yinli
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 273-278
Persistent link: https://www.econbiz.de/10011398068
Saved in:
19
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:
20
Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance
Gao, Jin
;
Ulm, Eric R.
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 87-98
Persistent link: https://www.econbiz.de/10010515922
Saved in:
21
Vigilant measures of risk and the demand for contingent claims
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 27-35
Persistent link: https://www.econbiz.de/10010515937
Saved in:
22
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
Saved in:
23
Characterization of left-monotone risk aversion in the RDEU model
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 413-422
Persistent link: https://www.econbiz.de/10009542257
Saved in:
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