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A comment on two concepts of risk premia and certainty equivalents

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Publication:374944
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DOI10.1016/0165-1765(84)90112-5zbMATH Open1273.62252OpenAlexW2083655983MaRDI QIDQ374944FDOQ374944


Authors: Rulon D. Pope Edit this on Wikidata


Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90112-5




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  • Risk premiums and benefit measures for generalized-expected-utility theories
  • One theory for two different risk premia
  • On the definition of risk aversion
  • The state-contingent approach to risk premiums and comparative statics in generalised expected utility theory
  • Certainty equivalents as risk measures


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)


Cites Work

  • Title not available (Why is that?)
  • Risk Aversion with Random Initial Wealth
  • Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
  • Risk Aversion in the Small and in the Large
  • Price Uncertainty, Utility, and Industry Equilibrium in Pure Competition






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