Monotone Risk Aversion

DOI10.1007/3-540-28161-4_17MaRDI QIDQ5432007zbMATH OpenOpenAlexFDO

Authors Lars Tyge Nielsen

Publication date 2 January 2008

Published in Institutions, Equilibria and Efficiency (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-28161-4_17

Mathematics Subject Classification ID

Utility theory (91B16)

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• scientific article; zbMATH DE number 709676 (Why is no real title available?)
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• Characterization of left-monotone risk aversion in the RDEU model
• Differentiability of von Neumann-Morgenstern utility functions
• Risk aversion for nonsmooth utility functions
• Repetitive risk aversion
• Broadly decreasing risk aversion
• Aversion pour le Risque Croissante avec une Richesse Initiale Aleatoire

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