Risk premiums and benefit measures for generalized-expected-utility theories

DOI10.1023/A:1007767512327zbMath0917.90021OpenAlexW1495586941MaRDI QIDQ1288823

John Quiggin, Robert G. Chambers

Publication date: 5 August 1999

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007767512327

zbMATH Keywords

generalized expected utilitySchur-concavityrisk premiumsabsolute and relative risk aversionbenefit functions

Mathematics Subject Classification ID

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