Similar Search Results

Narrow search

Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance

Ghossoub, Mario; He, Xue Dong - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 6-22

Persistent link: https://www.econbiz.de/10012793906

Credit markets with imperfect information : risk-aversion versus pessimism

Arcand, Jean-Louis L.; Macdonald, Stuart - In: Economics letters 165 (2018), pp. 35-38

Persistent link: https://www.econbiz.de/10011973820

More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model

Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - HAL - 2005

This paper studies monotone risk aversion, the aversion to monotone, meanpreserving increase in risk (Quiggin [21]), in the Rank Dependent Expected Utility (RDEU) model. This model replaces expected utility by another functional, characterized by twofunctions, a utility function u in conjunction...

Persistent link: https://www.econbiz.de/10010750827

More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model

Chateauneuf, Alain; Cohen, Michéle; Meilijson, Isaac - In: Economic Theory 25 (2005) 3, pp. 649-667

This paper studies monotone risk aversion, the aversion to monotone, mean-preserving increase in risk (Quiggin [21]), in the Rank Dependent Expected Utility (RDEU) model. This model replaces expected utility by another functional, characterized by two functions, a utility function u in...

Persistent link: https://www.econbiz.de/10005753225