Risk aversion: a qualitative approach and quantitative estimates

DOI10.1023/A:1024746504702zbMATH Open1114.91327MaRDI QIDQ2487630FDOQ2487630

Authors: A. A. Novoselov 

Publication date: 8 August 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16)

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• Explaining satisficing through risk aversion
• Risk aversion in the Talmud
• Risk Aversion in the Small and in the Large
• Risk aversion in regulatory capital principles
• Relative risk aversion: what do we know?
• Loss reserving using loss aversion functions
• Representation of preferences by generalized coherent risk measures
• Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
• Measuring Risk Aversion
• On the definition of risk aversion
• Risk preferences on the space of quantile functions
• Measures of risk aversion with many commodities
• Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
• Title not available (Why is that?)

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