An Alternative Characterization of Decreasing Absolute Risk Aversion

DOI10.2307/1912256MaRDI QIDQ4750359zbMATH OpenOpenAlexFDO

Authors Philip H. Dybvig, Steven A. Lippman

Publication date 1983

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912256

zbMATH Keywords

absolute risk aversion functiondecreasing shape criteriagambles

Mathematics Subject Classification ID

Utility theory (91B16)

Cited in

(3)

• On Aumann and Serrano's economic index of risk
• A wealth-requirement axiomatization of riskiness
• Third-degree stochastic dominance and axioms for a convex marginal utility function

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