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A separation theorem for the weak s-convex orders

Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 279-284

The present paper extends to higher degrees the well-known separation theorem decomposing a shift in the increasing convex order into a combination of a shift in the usual stochastic order followed by another shift in the convex order. An application in decision making under risk is provided to...

Persistent link: https://www.econbiz.de/10011116648

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

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

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

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

Some consequences of correlation aversion in decision science

Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice - 2010

Persistent link: https://www.econbiz.de/10003964885

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

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

A separation theorem for the weak s-convex orders

Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance 59 (2014), pp. 279-284

Persistent link: https://www.econbiz.de/10010469999

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