12 citations · 32 across the 31 of their papers we have counts for
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q-fin.MF2015★ 1 cited
Risk Aversion in the Small and in the Large under Rank-Dependent Utility
Louis R. Eeckhoudt, Roger J. A. Laeven
Under expected utility the local index of absolute risk aversion has played a central role in many applications. Besides, its link with the "global" concepts of the risk and probab…
math.ST2015★ 12 cited
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Sami Umut Can, John H. J. Einmahl, Estate V. Khmaladze +1
Let be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptot…