scientific article

zbMath1344.60009MaRDI QIDQ2820046

Eugenio Regazzini, Fabio L. Spizzichino

Publication date: 13 September 2016

Full work available at URL: http://www.emis.de/journals/JEHPS/juin2011/RegazziniSpizzichino.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingalerisk aversioncoherence principleoptional stoppingruin problemsexponential transformationsindex of riskinessDe Moivre's methodstrategic probabilities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Utility theory (91B16) Biographies, obituaries, personalia, bibliographies (01A70) Stopping times; optimal stopping problems; gambling theory (60G40) History of probability theory (60-03)

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Inequality and risk aversion in economies open to altruistic attitudes

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