Correlated risks, bivariate utility and optimal choices
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Publication:617346
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
background riskprecautionary savingsbivariate higher order increasing concave stochastic dominancerisks correlation
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