Existence of a positively homogeneous and translation invariant continuous certainty equivalent.
GIANNI BOSI (1999)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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Displaying similar documents to “On the existence of certainty equivalents of various relevant types.”
Existence of a positively homogeneous and translation invariant continuous certainty equivalent.
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Extension of stochastic dominance theory to random variables
Chi-Kwong Li, Wing-Keung Wong (1999)
RAIRO - Operations Research - Recherche Opérationnelle
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Robust insurance mechanisms and the shadow prices of information constraints.
Evstigneev, I.V., Klein Haneveld, W.K., Mirman, L.J. (1999)
Journal of Applied Mathematics and Decision Sciences
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Extension of stochastic dominance theory to random variables
Chi-Kwong Li, Wing-Keung Wong (2010)
RAIRO - Operations Research
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In this paper, we develop some stochastic dominance theorems for the location and scale family and linear combinations of random variables and for risk lovers as well as risk averters that extend results in Hadar and Russell (1971) and Tesfatsion (1976). The results are discussed and applied to decision-making.