The role of a representative reinsurer in optimal reinsurance

Advances in prospect theory: Cumulative representation of uncertainty

Amos Tversky, Daniel Kahneman · Journal of Risk and Uncertainty · 1992 · 15.6K citations

Business, Decision Sciences, Behavioral Economics +13

The Dual Theory of Choice under Risk

Menahem E. Yaari · Econometrica · 1987 · 2.5K citations

Business, Decision Sciences, Economics +11

On the coherence of expected shortfall

Carlo Acerbi, Dirk Tasche · Journal of Banking & Finance · 2002 · 1.6K citations

Business, Finance, Risk Management +17

Uncertainty and The Welfare Economics of Medical Care

Kenneth J. Arrow · Journal of Health Politics Policy and Law · 2001 · 1.5K citations · Full text

Social Sciences, Economics, Health Policy +9

A Class of Distortion Operators for Pricing Financial and Insurance Risks

Shaun S. Wang · Journal of Risk & Insurance · 2000 · 673 citations

Business, Insurance, Risk Management +13