Pareto utility

DOI10.1007/s11238-012-9293-8zbMath1273.91173OpenAlexW3192066814MaRDI QIDQ365782

Chris Muris, Roger J. A. Laeven, Masako Ikefuji, Jan R. Magnus

Publication date: 9 September 2013

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-012-9293-8

zbMATH Keywords

exponential utilityhyperbolic absolute risk aversion (HARA)parametric utilitypower utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (4)

Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling ⋮ A model for the optimal selection of lenders ⋮ Expected utility and catastrophic consumption risk ⋮ Expected utility and catastrophic risk in a stochastic economy-climate model

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