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Decision Rules Depending On The Probability Of Ruin

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  • KARL BORCH

Abstract

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Suggested Citation

  • Karl Borch, 1968. "Decision Rules Depending On The Probability Of Ruin," Oxford Economic Papers, Oxford University Press, vol. 20(1), pages 1-10.
  • Handle: RePEc:oup:oxecpp:v:20:y:1968:i:1:p:1-10.
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    File URL: http://hdl.handle.net/10.1093/oxfordjournals.oep.a041075
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    Cited by:

    1. Hu, Jian & Bansal, Manish & Mehrotra, Sanjay, 2018. "Robust decision making using a general utility set," European Journal of Operational Research, Elsevier, vol. 269(2), pages 699-714.
    2. Robert Bordley & Marco Licalzi & Luisa Tibiletti, 2017. "A Target-Based Foundation for the “Hard-Easy Effect” Bias," Eurasian Studies in Business and Economics, in: Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Ugur Can (ed.), Country Experiences in Economic Development, Management and Entrepreneurship, pages 659-671, Springer.
    3. Ilia Tsetlin & Robert L. Winkler, 2007. "Decision Making with Multiattribute Performance Targets: The Impact of Changes in Performance and Target Distributions," Operations Research, INFORMS, vol. 55(2), pages 226-233, April.
    4. Denuit, Michel M., 2018. "Risk apportionment and multiply monotone targets," Mathematical Social Sciences, Elsevier, vol. 92(C), pages 74-77.
    5. LiCalzi, Marco & Sorato, Annamaria, 2006. "The Pearson system of utility functions," European Journal of Operational Research, Elsevier, vol. 172(2), pages 560-573, July.
    6. Xinwei Zhang & Qiong Feng & Shurong Tong & Hakki Eres, 2022. "Multilinear target-based decision analysis with hybrid-information targets and performance levels," Fuzzy Optimization and Decision Making, Springer, vol. 21(4), pages 605-647, December.
    7. Sergio Margarita & Luisa Tibiletti & Mariacristina Uberti, 2015. "How does Optimism impact on Entrepreneurs’ Overconfidence?," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 6(3), pages 45-53, September.
    8. Ilia Tsetlin & Robert L. Winkler, 2006. "On Equivalent Target-Oriented Formulations for Multiattribute Utility," Decision Analysis, INFORMS, vol. 3(2), pages 94-99, June.
    9. Marco LiCalzi, 2005. "A language for the construction of preferences under uncertainty," Game Theory and Information 0509002, University Library of Munich, Germany.
    10. Feng, Bo & Lai, Fujun, 2014. "Multi-attribute group decision making with aspirations: A case study," Omega, Elsevier, vol. 44(C), pages 136-147.
    11. Ali E. Abbas & James E. Matheson & Robert F. Bordley, 2009. "Effective utility functions induced by organizational target-based incentives," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 30(4), pages 235-251.
    12. Denuit, Michel, 2016. "Risk Apportionment and Multiply Monotone Targets," LIDAM Discussion Papers ISBA 2016044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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