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Balayage monotonous risk measures

Leitner, Johannes - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 887-900

Persistent link: https://www.econbiz.de/10002420730

A short note on second-order stochastic dominance preserving coherent risk measures

Leitner, Johannes - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 649-651

Persistent link: https://www.econbiz.de/10003121136

Dilatation monotonous Choquet integrals

Leitner, Johannes - In: Journal of mathematical economics 41 (2005) 8, pp. 994-1006

Persistent link: https://www.econbiz.de/10003189851

The knowledge ahead approach to risk : theory and experimental evidence ; with 37 tables

Pope, Robin; Leitner, Johannes; Leopold-Wildburger, Ulrike - 2007

Persistent link: https://www.econbiz.de/10004457524

The knowledge ahead approach to risk : theory and experimental evidence

Pope, Robin; Leitner, Johannes; Leopold-Wildburger, Ulrike - 2007

Persistent link: https://www.econbiz.de/10003358471

The Knowledge Ahead Approach to Risk : Theory and Experimental Evidence

Pope, Robin (contributor); Leitner, Johannes (contributor); … - 2007

This book is written for those seeking a decision theory appropriate for use in serious choices such as insurance. It employs stages of knowledge ahead to track satisfactions and dissatisfactions. From experimental and questionnaire data, people take into account such stages of knowledge ahead...

Persistent link: https://www.econbiz.de/10013520645