Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire

DOI10.2307/1911248MaRDI QIDQ3682192zbMATH OpenOpenAlexFDO

Authors Phillippe Capéraà, Jean Lefoll

Publication date 1985

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911248

zbMATH Keywords

absolute risk aversioninitial wealthrisk premium

Mathematics Subject Classification ID

Utility theory (91B16)

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(2)

• Decreasing Relative Risk Premium
• Impact of counterparty risk on the reinsurance market

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