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On s-convex and risk aversion
Denuit, Michel; Lefevre, Claude; Scarsini, Marco - In: Theory and decision : an international journal for … 50 (2001) 3, pp. 239-248
Persistent link: https://www.econbiz.de/10001592603
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Some consequences of correlation aversion in decision science
Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice - 2010
Persistent link: https://www.econbiz.de/10003964885
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Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
Denuit, Michel; Rey, Béatrice - In: Mathematical social sciences 60 (2010) 2, pp. 137-143
Persistent link: https://www.econbiz.de/10009300837
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Another look at risk apportionment
Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343
Persistent link: https://www.econbiz.de/10010190189
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Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295
Persistent link: https://www.econbiz.de/10010345255
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Benchmark values for higher order coefficients of relative risk aversion
Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10010345268
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A separation theorem for the weak s-convex orders
Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance / Mathematics & economics 59 (2014), pp. 279-284
Persistent link: https://www.econbiz.de/10010469999
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Bivariate almost stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405
Persistent link: https://www.econbiz.de/10010436193
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Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel; Eeckhoudt, Louis; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
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Almost expectation and excess dependence notions
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10011377445