Ghossoub, Mario; He, Xue Dong Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance. (English) Zbl 1475.91301 Insur. Math. Econ. 101, 6-22 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Ghossoub} and \textit{X. D. He}, Insur. Math. Econ. 101, 6--22 (2021; Zbl 1475.91301) Full Text: DOI
Bell, David E.; Fishburn, Peter C. Probability weights in rank-dependent utility with binary even-chance independence. (English) Zbl 1060.91045 J. Math. Psychol. 47, No. 3, 244-258 (2003). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91B16 PDFBibTeX XMLCite \textit{D. E. Bell} and \textit{P. C. Fishburn}, J. Math. Psychol. 47, No. 3, 244--258 (2003; Zbl 1060.91045) Full Text: DOI