New results for additive and multiplicative risk apportionment
Year of publication: |
2020
|
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Authors: | Loubergé, Henri ; Malevergne, Yannick ; Rey, Béatrice |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 90.2020, p. 140-151
|
Subject: | Additive vs. multiplicative risks | Constant relative risk aversion | Expected utility | Higher order risk apportionment | Higher order risk aversion | Stochastic dominance | Theorie | Theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Risiko | Risk | Entscheidung unter Risiko | Decision under risk |
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