Expected utility and the siegel paradox: A generalization
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,General Business, Management and Accounting
Link
http://link.springer.com/content/pdf/10.1007/BF01237437.pdf
Reference11 articles.
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3. Epstein, L., and Tanny, S. (1980): “Increasing Generalized Correlation: A Definition and Some Economic Consequences.”Canadian Journal of Economics 8: 16–34.
4. Fulkerson, D. (1964): “The Maximum Number of Disjoint Permutations Contained in a Matrix of Zeros and Ones.”Canadian Journal of Mathematics 16: 729–735.
5. Hammond, J. (1974): “Simplifying the Choice Between Uncertain Prospects Where Preference Is Nonlinear.”Management Science 20: 1047–1072.
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1. Dependency of Risks and Stop-Loss Order;ASTIN Bulletin;1996-11
2. Second-Degree Stochastic Dominance Decisions and Random Initial Wealth with Applications to the Economics of Insurance;The Journal of Risk and Insurance;1995-03
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