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A good sign for multivariate risk taking

Eeckhoudt, Louis R. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003377063

Precautionary saving in the presence of other risks

Courbage, Christophe; Rey, Béatrice - In: Economic theory : official journal of the Society for … 32 (2007) 2, pp. 417-424

Persistent link: https://www.econbiz.de/10003475106

A good sign for multivariate risk taking

Eeckhoudt, Louis R.; Rey, Béatrice; Schlesinger, Harris - In: Management science : journal of the Institute for … 53 (2007) 1, pp. 117-124

Persistent link: https://www.econbiz.de/10003632039

New results for additive and multiplicative risk apportionment

Loubergé, Henri; Malevergne, Yannick; Rey, Béatrice - In: Journal of mathematical economics 90 (2020), pp. 140-151

Persistent link: https://www.econbiz.de/10012800804

Another look at risk apportionment

Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343

Persistent link: https://www.econbiz.de/10010190189

On the shape of non-monetary measures for risks

Courbage, Christophe; Loubergé, Henri; Rey, Béatrice - 2016

This paper investigates how welfare losses for facing risks change as a function of the number of risk exposures. To that aim, we define the risk apportionment of order n (RA-n) utility premium as a measure of pain associated with facing the passage from one risk to a riskier one. Changes in...

Persistent link: https://www.econbiz.de/10011626244

On the properties of high-order non-monetary measures for risks

Courbage, Christophe; Loubergé, Henri; Rey, Béatrice - In: The Geneva risk and insurance review 43 (2018) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10011884433