Risk measurement with equivalent utility principles

DOI10.1524/stnd.2006.24.1.1zbMath1171.91326OpenAlexW3125853792MaRDI QIDQ3417648

Jan Dhaene, Rob Kaas, Roger J. A. Laeven, Marc J. Goovaerts, Michel M. Denuit

Publication date: 30 January 2007

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/200185

zbMATH Keywords

risk measures, theories for decision under uncertainty, axiomatic characterization, equivalent utility, risk aversion

Mathematics Subject Classification ID

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