Multiplicative risk apportionment
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Publication:991323
DOI10.1016/j.mathsocsci.2010.03.003zbMath1232.91230WikidataQ59356419 ScholiaQ59356419MaRDI QIDQ991323
Publication date: 7 September 2010
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2010.03.003
91B16: Utility theory
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Cites Work
- Comparative higher-degree Ross risk aversion
- Apportioning of risks via stochastic dominance
- The values of relative risk aversion and prudence: a context-free interpretation
- Mixed risk aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Exploring Higher Order Risk Effects
- Multiattribute Utility Satisfying a Preference for Combining Good with Bad