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Risk Measures and Theories of Choice
16 references·8 citing·29 second hop
Risk Measures and Theories of Choice (2003)Risk Measures and Theories of ChoiceThe concept of comonotonicity in actuarial science and finance: theory (2002)The concept of comonotonicity…Stochastic Finance (2002)Stochastic FinanceEconomic capital allocation derived from risk measures (2002)Economic capital allocation d…Convex measures of risk and trading constraints (2002)Convex measures of risk and t…Coherent Measures of Risk (1999)Coherent Measures of RiskUtility Functions (1998)Utility FunctionsAxiomatic characterization of insurance prices (1997)Axiomatic characterization of…Premium Calculation by Transforming the Layer Premium Density (1996)Premium Calculation by Transf…Generalized Expected Utility Theory. The Rank-Dependent Model (1996)Generalized Expected Utility …Generalized Expected Utility Theory (1993)Generalized Expected Utility …Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…A theory of anticipated utility (1982)A theory of anticipated utili…"Expected Utility" Analysis without the Independence Axiom (1982)"Expected Utility" Analysis w…On Additive Premium Calculation Principles (1974)On Additive Premium Calculati…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…On Extendability of the Principle of Equivalent Utility (2019)On Extendability of the Princ…Examining the role of two aspects of eWOM in online repurchase intention: An integrated trust–loyalty perspective (2018)Examining the role of two asp…Certainty Equivalent: Many Meanings of a Mean (2015)Certainty Equivalent: Many Me…Utility functions and the St. Petersburg Paradox (2013)Utility functions and the St.…Optimal risk sharing under distorted probabilities (2009)Optimal risk sharing under di…Distortion Risk Measures in Portfolio Optimization (2009)Distortion Risk Measures in P…Risk Measures and Comonotonicity: A Review (2006)Risk Measures and Comonotonic…Distortion Risk Measures and Economic Capital (2004)Distortion Risk Measures and …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Theory of games and economic behavior (2019)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Subjective probability and expected utility without additivity (2004)Theory of Games and Economic Behavior (1945)A solution approach to valuation with unhedgeable risks (2001)Measures of risk (2002)Dynamic coherent risk measures (2004)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)The concept of comonotonicity in actuarial science and finance: applications (2002)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Constructing Uncertainty Sets for Robust Linear Optimization (2009)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Putting order in risk measures (2002)Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Convex Optimization (2014)The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)Theory of Financial Decision Making. (1988)Stochastic Processes for Insurance and Finance (1999)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)The Framing of Decisions and the Psychology of Choice (1981)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)A Smooth Model of Decision Making under Ambiguity (2005)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1982"Expected Utility" Analysis without the Independence Axiom1,518 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 1996Premium Calculation by Transforming the Layer Premium Density696 cited
  • 2002The concept of comonotonicity in actuarial science and finance: theory634 cited
  • 1997Axiomatic characterization of insurance prices535 cited
  • 1996Generalized Expected Utility Theory. The Rank-Dependent Model478 cited
  • 1993Generalized Expected Utility Theory478 cited
  • 2002Stochastic Finance251 cited
  • 2002Economic capital allocation derived from risk measures198 cited
  • 1998Utility Functions164 cited
  • 1974On Additive Premium Calculation Principles

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96 cited

Cited by

  • 2018Examining the role of two aspects of eWOM in online repurchase intention: An integrated trust–loyalty perspective134 cited
  • 2009Distortion Risk Measures in Portfolio Optimization58 cited
  • 2006Risk Measures and Comonotonicity: A Review56 cited
  • 2004Distortion Risk Measures and Economic Capital53 cited
  • 2009Optimal risk sharing under distorted probabilities41 cited
  • 2019On Extendability of the Principle of Equivalent Utility2 cited
  • 2015Certainty Equivalent: Many Meanings of a Mean2 cited
  • 2013Utility functions and the St. Petersburg Paradox0 cited