Expected utility and the Siegel paradox: A generalization

DOI10.1007/BF01237437zbMath0773.90018OpenAlexW2064260197MaRDI QIDQ2366129

Ronny Aboudi, Dominique Thon

Publication date: 29 June 1993

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01237437

zbMATH Keywords

constant relative risk aversionstatistical independenceSiegel paradox

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Inequalities for distributions with given marginals
• A note on an inequality for rearrangements
• Inequalities for E k(X, Y) when the marginals are fixed
• Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
• The Maximum Number of Disjoint Permutations Contained in a Matrix of Zeros and Ones
• Inequalities: theory of majorization and its applications

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