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The covariance sign of transformed random variables with applications to economics and finance

https://doi.org/10.1093/imaman/dpq012
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jmva.2001.2000openalex-snapshot
On the Covariance between Functions
inferredcites →https://doi.org/10.1007/978-1-4612-0865-5_3openalex-snapshot
The Impact of Wassily Hoeffding’s Research on Nonparametrics
inferredcites →https://doi.org/10.1007/978-1-4614-1412-4_64openalex-snapshot
Some Concepts of Dependence
inferredcites →https://doi.org/10.1007/bf00116785openalex-snapshot
Expected utility, ?-? preferences, and linear distribution classes: A further result
inferredcites →https://doi.org/10.1007/bf00122574openalex-snapshot
Advances in prospect theory: Cumulative representation of uncertainty
inferredcites →https://doi.org/10.1007/s10203-005-0050-0openalex-snapshot
Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
inferredcites →https://doi.org/10.1016/0167-6687(95)00010-popenalex-snapshot
Insurance pricing and increased limits ratemaking by proportional hazards transforms
inferredcites →https://doi.org/10.1016/0378-4754(93)90086-aopenalex-snapshot
Classical and new inequalities in analysis
inferredcites →https://doi.org/10.1016/j.insmatheco.2007.10.006openalex-snapshot
Weighted premium calculation principles
inferredcites →https://doi.org/10.1016/j.mathsocsci.2006.05.004openalex-snapshot
Chebyshev's Algebraic Inequality and comparative statics under uncertainty
inferredcites →https://doi.org/10.1016/s0377-2217(02)00599-4openalex-snapshot
Comparative statics under uncertainty: The case of mean-variance preferences
inferredcites →https://doi.org/10.1017/cbo9780511609220.014openalex-snapshot
Prospect theory: An analysis of decision under risk
inferredcites →https://doi.org/10.1017/s0515036100004773openalex-snapshot
The General Economic Premium Principle
inferredcites →https://doi.org/10.1017/s0515036100006619openalex-snapshot
An Economic Premium Principle
inferredcites →https://doi.org/10.1080/03461238.1998.10413993openalex-snapshot
On a class of premium principles including the Esscher principle
inferredcites →https://doi.org/10.1080/10920277.1998.10595708openalex-snapshot
An Actuarial Index of the Right-Tail Risk
inferredcites →https://doi.org/10.1080/10920277.2009.10597570openalex-snapshot
Weighted Pricing Functionals With Applications to Insurance
inferredcites →https://doi.org/10.1086/256692openalex-snapshot
The Utility Analysis of Choices Involving Risk
inferredcites →https://doi.org/10.1086/257177openalex-snapshot
The Utility of Wealth
inferredcites →https://doi.org/10.1093/amrx/abq013openalex-snapshot
Prospect Theory, Indifference Curves, and Hedging Risks
inferredcites →https://doi.org/10.1111/j.1467-8586.2004.00194.xopenalex-snapshot
Relative risk aversion, relative prudence and comparative statics under uncertainty: The case of (μ, σ)‐preferences
inferredcites →https://doi.org/10.1155/jamds/2006/82049openalex-snapshot
Stochastic dominance theory for location-scale family
inferredcites →https://doi.org/10.1287/opre.1090.0692openalex-snapshot
Multiple Risks and Mean-Variance Preferences
inferredcites →https://doi.org/10.2307/1884543openalex-snapshot
Futures Markets and the Theory of the Firm Under Price Uncertainty

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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An Optimal Strategy for Maximizing the Expected Real-Estate Selling Price: Accept or Reject an Offer?
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New Theories in Financial Economics and Financial Econometrics with Applications and Real-Life Practice
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Comparison the Production Behaviors of Regret-Averse and Purely Risk-Averse Firms
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Forbidden Zones and Biases for the Expectation: New Mathematical Results for Behavioral and Social Sciences
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Applications of Econometrics in Research
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How to Get Papers Published in Reputable Journals?
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Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
inferred← citeshttps://doi.org/10.1080/15598608.2012.737297openalex-snapshot
An Optimal Strategy for Maximizing the Expected Real-Estate Selling Price: Accept or Reject an Offer?
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Review on behavioral economics and behavioral finance
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Estimating the Index of Increase via Balancing Deterministic and Random Data
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Exponentiated Cubic Transmuted Weibull Distribution: Properties and Application
inferred← citeshttps://doi.org/10.32861/ajams.81.12.26openalex-snapshot
Forbidden Zones for the Expectations of Data: New Mathematical Methods and Models for Behavioral Economics
inferred← citeshttps://doi.org/10.3390/economies8010020openalex-snapshot
Review on Efficiency and Anomalies in Stock Markets
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Facing a Risk: To Insure or Not to Insure—An Analysis with the Constant Relative Risk Aversion Utility Function
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Comparison of the production behavior of regret-averse and purely risk-averse firms
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Review of Matrix Theory with Applications in Education and Decision Sciences
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