Comparing utility derivative premia under additive and multiplicative risks (Q6116752)
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scientific article; zbMATH DE number 7713934
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Comparing utility derivative premia under additive and multiplicative risks |
scientific article; zbMATH DE number 7713934 |
Statements
Comparing utility derivative premia under additive and multiplicative risks (English)
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18 July 2023
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utility premium
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multiplicative risk
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higher-order risk
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comparative risk aversion
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precautionary premium
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0.8740439
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0.8735257
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0.8720643
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0.8587032
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0.8562961
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0.8523711
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0.85217005
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0.8511133
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0.85022396
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