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題名:Changes in Risk and the Demand for Coinsurance for Economically Important Individuals
書刊名:財務金融學刊
作者:陳姿穎
作者(外文):Chen, Tzu-ying
出版日期:2021
卷期:29:3
頁次:頁61-90
主題關鍵詞:隨機優越幾乎隨機優越共同保險需求Stochastic dominanceAlmost stochastic dominanceDemand for coinsurance
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:4
期刊論文
1.Leshno, Moshe、Levy, Haim(2002)。Preferred by all and preferred by most decision makers: Almost stochastic dominance。Management Science,48,1074-1085。  new window
2.Rothschild, Michael、Stiglitz, Joseph E.(1971)。Increasing Risk: II--Its Economic Consequences。Journal of Economic Theory,3(1),66-84。  new window
3.Tzeng, Larry Y.(2001)。Increase in Risk and Weaker Marginal-Payoff-Weighted Risk Dominance。Journal of Risk and Insurance,68,329-337。  new window
4.Gollier, Christian(1995)。The Comparative Statics of Changes in Risk Revisited。Journal of Economic Theory,66,522-535。  new window
5.Mossin, Jan(1968)。Aspects of Rational Insurance Purchasing。Journal of Political Economy,76(4),553-568。  new window
6.Meyer, Jack、Ormiston, Michael B.(1983)。The Comparative Statics of Cumulative Distribution Function Changes for the Class of Risk-Averse Agents。Journal of Economic Theory,31,153-169。  new window
7.Rothschild, M.、Stiglitz, J. E.(1970)。Increasing Risk: I. A Definition。Journal of Economic Theory,2(3),225-243。  new window
8.Hadar, Josef、Seo, Tae Kun(1990)。The effects of shifts in a return distribution on optimal portfolios。International Economic Review,31,721-736。  new window
9.Ormiston, Michael B.、Schlee, Edward E.(1993)。Comparative statics under uncertainty for a class of economic agents。Journal of Economic Theory,61,412-422。  new window
10.Tsetlin, Ilia、Winkler, Robert L.、Huang, Rachel J.、Tzeng, Larry Y.(2015)。Generalized almost stochastic dominance。Operations Research,63(2),363-377。  new window
11.Tzeng, Larry Y.、Huang, Rachel J.、Shih, Pai-Ta(2013)。Revisiting almost second-degree stochastic dominance。Management Science,59(5),1250-1254。  new window
12.Chuang, O-Chia、Kuan, Chung-Ming、Tzeng, Larry Y.(2017)。Testing for central dominance: Method and application。Journal of Econometrics,196,368-378。  new window
13.Hollifield, Burton、Kraus, Alan(2009)。Defining bad news: Changes in return distributions that decrease risky asset demand。Management Science,55,1227-1236。  new window
14.Huang, Yi-Chieh、Kan, Kamhon、Tzeng, Larry Y.、Wang, Kili C.(2021)。Estimating the critical parameter in almost stochastic dominance from insurance deductibles。Management Science,67(8),4742-4755。  new window
研究報告
1.Huang, Rachel J.、Shih, Pai-Ta、Tzeng, Larry Y.(2012)。The comparative statics of changes in risk for most decision makers。  new window
 
 
 
 
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