Correlated risks, bivariate utility and optimal choices

DOI10.1007/s00199-009-0500-yzbMath1203.91055OpenAlexW2137596901MaRDI QIDQ617346

Mario Menegatti, Michel M. Denuit, Louis R. Eeckhoudt

Publication date: 21 January 2011

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-009-0500-y

zbMATH Keywords

background riskprecautionary savingsbivariate higher order increasing concave stochastic dominancerisks correlation

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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