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Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295
Persistent link: https://www.econbiz.de/10010345255
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Benchmark values for higher order coefficients of relative risk aversion
Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10010345268
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On s-convex and risk aversion
Denuit, Michel; Lefevre, Claude; Scarsini, Marco - In: Theory and decision : an international journal for … 50 (2001) 3, pp. 239-248
Persistent link: https://www.econbiz.de/10001592603
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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
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Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization
Denuit, Michel; Mesfioui, Mhamed - In: Insurance / Mathematics & economics 72 (2017), pp. 1-5
Persistent link: https://www.econbiz.de/10011691479
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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
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On S-Convexity and Risk Aversion
Denuit, Michel - 2012
The present note first discusses the concept of s-convex pain functions in decision theory. Then, the economic behavior of an agent with such a pain function is represented through the comparison of some recursive lotteries
Persistent link: https://www.econbiz.de/10013109380