Pareto utility

DOI10.1007/S11238-012-9293-8MaRDI QIDQ365782zbMATH OpenOpenAlexFDO

Authors Masako Ikefuji, Roger J. A. Laevent, Jan R. Magnus, Chris Muris

Publication date 9 September 2013

Published in Theory and Decision (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s11238-012-9293-8

zbMATH Keywords

exponential utilityhyperbolic absolute risk aversion (HARA)parametric utilitypower utility

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

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Cited in

(12)

• A model for the optimal selection of lenders
• Expected utility and catastrophic risk in a stochastic economy-climate model
• Second degree Pareto dominance
• The Pearson system of utility functions
• Uncertain outcomes and climate change policy using an expo-power utility function
• Five parameter utility function
• scientific article; zbMATH DE number 1975103 (Why is no real title available?)
• Expected utility and catastrophic consumption risk
• Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
• Utility Functions
• scientific article; zbMATH DE number 7730629 (Why is no real title available?)
• A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules

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