Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - HAL - 2004
-preserving increase in risk and Jewitt's location-independent risk, have proved to be useful in the study of Pareto allocations, ordering … Expected Utility model by Rothschild & Stiglitz's Mean Preserving Increase in Risk (MPIR). Realizing that in the broader rank … paper reviews four notions of mean-preserving increase in risk - MPIR, monotoneMPIR and two versions of location …