An Alternative Characterization of Decreasing Absolute Risk Aversion

DOI10.2307/1912256zbMATH Open0511.90015OpenAlexW2057961842MaRDI QIDQ4750359FDOQ4750359

Authors: Philip H. Dybvig, Steven A. Lippman 

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912256

zbMATH Keywords

gamblesabsolute risk aversion functiondecreasing shape criteria

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (3)

• A wealth-requirement axiomatization of riskiness
• On Aumann and Serrano's economic index of risk
• Third-degree stochastic dominance and axioms for a convex marginal utility function

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