On the risk-aversion comparability of state-dependent utility functions

DOI10.1007/BF00126595MaRDI QIDQ1073709zbMATH OpenFDO

Authors Gerald L. Nordquist

Publication date 1985

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

zbMATH Keywords

Arrow-Pratt measures of risk aversionpartial ordering of state-dependent utility functions

Mathematics Subject Classification ID

Utility theory (91B16)

Recommendations

• Comparative risk aversion for state-dependent preferences
• Risk and risk aversion for state-dependent utility
• An expected utility theory for state-dependent preferences
• Mean utility preserving increases in risk for state dependent utility functions
• Concavity, stochastic utility, and risk aversion

Cites work

• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Multivariate decision-making
• On State Dependent Preferences and Subjective Probabilities
• Optimal insurance and generalized deductibles
• Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
• Risk Aversion in the Small and in the Large

Cited in

(7)

• Comparative risk aversion for state-dependent preferences
• Mean utility preserving increases in risk for state dependent utility functions
• Concavity, stochastic utility, and risk aversion
• Increasing risk with state-dependent preferences
• Comparing financial investments by their state dependent returns: A one-way log utility representation
• Risk and risk aversion for state-dependent utility
• Risk, ambiguity, and state-preference theory

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