Comparing Risks with Unbounded Distributions
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mao, Tiantian & Hu, Taizhong, 2012. "Characterization of left-monotone risk aversion in the RDEU model," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 413-422.
- Morone, Andrea & Ozdemir, Ozlem, 2012.
"Black swan protection: an experimental investigation,"
38842, University Library of Munich, Germany.
- Ozlem Ozdemir & Andrea Morone, 2012. "Black Swan Protection: an Experimental Investigation," Working Papers 2012/12, Economics Department, Universitat Jaume I, Castellón (Spain).
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"Another Tale of Two Tails: On Characterizations of Comparative Risk,"
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Springer, vol. 16(2), pages 187-197, May-June.
- Alfred Mueller, 1996. "Another tale of two tails: On characterizations of comparative risk," Working Papers 025, Risk and Insurance Archive.
- Hu, Taizhong & Chen, Jing & Yao, Junchao, 2006. "Preservation of the location independent risk order under convolution," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 406-412, April.
- Yang, Jianping & Hu, Taizhong, 2016. "New developments on the Lp-metric between a probability distribution and its distortion," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 236-243.
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Keywordsincreasing risk; stochastic dominance; mean preserving spreads;
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