Risk aversion in the small and Jensen inequalities

DOI10.1007/BF02095123MaRDI QIDQ5285174zbMATH OpenFDO

Authors Luigi Montrucchio, Luisa Tibiletti

Publication date 4 February 1997

Published in Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02095123

zbMATH Keywords

concavity of the utility functionJensen inequalityrisk-aversion

Mathematics Subject Classification ID

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(6)

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• A note on Jensen's inequality involving monetary utility functions
• Risk Aversion in the Small and in the Large
• On the concavity and quasiconcavity properties of (,) utility functions
• A contribution to duality theory, applied to the measurement of risk aversion
• Expected utility inequalities: theory and applications

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