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Denuit, Michel M.; Eeckhoudt, Louis R.; Menegatti, Mario - 2009

Persistent link: https://www.econbiz.de/10003850923

Adding independent risks in an insurance portfolio : which shape for the insurers' preferences?

Denuit, Michel M.; Eeckhoudt, Louis R.; Menegatti, Mario - 2009

Persistent link: https://www.econbiz.de/10003850924

A general index of absolute risk attitude

Denuit, Michel M.; Eeckhoudt, Louis R. - In: Management science : journal of the Institute for … 56 (2010) 4, pp. 712-715

Persistent link: https://www.econbiz.de/10003973721

Denuit, Michel M.; Eeckhoudt, Louis R.; Menegatti, Mario - In: Economic theory : official journal of the Society for … 46 (2011) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10008806390

Stronger measures of higher-order risk attitudes

Denuit, Michel M.; Eeckhoudt, Louis R. - In: Journal of economic theory 145 (2010) 5, pp. 2027-2036

Persistent link: https://www.econbiz.de/10009157167

Improving your chances : a new result

Denuit, Michel M.; Eeckhoudt, Louis R. - In: Economics letters 118 (2013) 3, pp. 475-477

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When Ross meets Bell : the linex utility function

Denuit, Michel M.; Eeckhoudt, Louis R.; Schlesinger, Harris - In: Journal of mathematical economics 49 (2013) 2, pp. 177-182

Persistent link: https://www.econbiz.de/10009733395

Risk attitudes and the value of risk transformations

Denuit, Michel M.; Eeckhoudt, Louis R. - In: International journal of economic theory 9 (2013) 3, pp. 245-254

Persistent link: https://www.econbiz.de/10009792514

A General Index of Absolute Risk Attitude

Denuit, Michel M.; Eeckhoudt, Louis - In: Management Science 56 (2010) 4, pp. 712-715

Many results involving expected utility theory call upon the notions of absolute risk aversion, prudence, and/or temperance. This paper exploits a representation of the Friedman-Savage utility premium (Friedman, M., L. J. Savage. 1948. The utility analysis of choices involving risk. J. Political...

Persistent link: https://www.econbiz.de/10009214205

Stronger measures of higher-order risk attitudes

Denuit, Michel M.; Eeckhoudt, Louis - In: Journal of economic theory 145 (2010) 5, pp. 2027-2037

Persistent link: https://www.econbiz.de/10008447742