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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
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Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
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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
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Risk measures based on behavioural economics theory
Mao, Tiantian; Cai, Jun - In: Finance and stochastics 22 (2018) 2, pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
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Characterizations of risk aversion in cumulative prospect theory
Mao, Tiantian; Yang, Fan - In: Mathematics and financial economics 13 (2019) 2, pp. 303-328
Persistent link: https://www.econbiz.de/10012055812