1 Ordering risks: Expected utility theory versus Yaari's dual theory of risk

Shaun S. Wang, Virginia R. Young

Insurance: Mathematics and Economics
Volume 22, Issue 2, 1 June 1998, Pages 145-161

http://www.sciencedirect.com/science/article/pii/S016766879700036X

2 Risk Modeling Using Direct Solution of Nonlinear Approximations of the Utility FunctionDavid K. Lambert and Bruce A. McCarl
American Journal of Agricultural Economics
Vol. 67, No. 4 (Nov., 1985), pp. 846-852
(article consists of 7 pages)
Published by: Oxford University Press on behalf of the Agricultural & Applied Economics Association
Stable URL: http://www.jstor.org/stable/1241825

3 Risk measures, distortion parameters, and their empirical estimation

Bruce L. Jones , Ričardas Zitikis

Insurance: Mathematics and Economics
Volume 41, Issue 2, September 2007, Pages 279-297

http://www.sciencedirect.com/science/article/pii/S0167668706001788

4 Uncertainty averse preferences

S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci

Journal of Economic Theory
Volume 146, Issue 4, July 2011, Pages 1275-1330
http://www.sciencedirect.com/science/article/pii/S002205311100072X

5 A Standard Measure of Risk and Risk-Value ModelsJianmin Jia and James S. Dyer
Management Science
Vol. 42, No. 12 (Dec., 1996), pp. 1691-1705
(article consists of 15 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2634547