Risk aversion: a qualitative approach and quantitative estimates

DOI10.1023/A:1024746504702MaRDI QIDQ2487630zbMATH OpenFDO

Authors A. A. Novoselov

Publication date 8 August 2005

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

Mathematics Subject Classification ID

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

Recommendations

• On the definition of risk aversion
• Risk aversion in the theory of expected utility with rank dependent probabilities
• scientific article; zbMATH DE number 4118105
• The risk aversion measure without the independence axiom
• Proper Risk Aversion

Cited in

(14)

• Loss reserving using loss aversion functions
• Relative risk aversion: what do we know?
• Risk aversion in the Talmud
• Explaining satisficing through risk aversion
• Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
• On the definition of risk aversion
• Risk aversion in regulatory capital principles
• Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
• Measures of risk aversion with many commodities
• Measuring Risk Aversion
• Risk preferences on the space of quantile functions
• Representation of preferences by generalized coherent risk measures
• Risk Aversion in the Small and in the Large
• scientific article; zbMATH DE number 7325179 (Why is no real title available?)

This page was built for publication: Risk aversion: a qualitative approach and quantitative estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2487630)