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Economic indices of absolute and relative riskiness
Schreiber, Amnon - In: Economic theory : official journal of the Society for … 56 (2014) 2, pp. 309-331
Persistent link: https://www.econbiz.de/10010362157
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Indexing gamble desirability by extending proportional stochastic dominance
Hellman, Ziv; Schreiber, Amnon - In: Games and economic behavior 109 (2018), pp. 523-543
Persistent link: https://www.econbiz.de/10012173241
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A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
Chew, Soo-Hong; Sagi, Jacob Shimon - In: Economic theory 74 (2022) 2, pp. 397-422
Persistent link: https://www.econbiz.de/10013442043
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Communicating clinical trial outcomes: Effects of presentation method on physicians' evaluations of new treatments
Marcatto, Francesco; Rolison, Jonathan J.; Ferrante, … - In: Judgment and Decision Making 8 (2013) 1, pp. 29-33
Physicians expect a treatment to be more effective when its clinical outcomes are described as relative rather than as absolute risk reductions. We examined whether effects of presentation method (relative vs. absolute risk reduction) remain when physicians are provided the baseline risk...
Persistent link: https://www.econbiz.de/10010604788
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Comparing local risks by acceptance and rejection
Schreiber, Amnon - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
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An economic index of riskiness
Aumann, Robert J.; Serrano, Roberto - 2006
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individual with constant …
Persistent link: https://www.econbiz.de/10010318897
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Existence and computation of the Aumann–Serrano index of riskiness and its extension
Schulze, Klaas - In: Journal of mathematical economics 50 (2014), pp. 219-224
Persistent link: https://www.econbiz.de/10010478645
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Existence and computation of the Aumann–Serrano index of riskiness and its extension
Schulze, Klaas - In: Journal of Mathematical Economics 50 (2014) C, pp. 219-224
Aumann and Serrano (2008) introduce the index of riskiness to quantify the risk of a gamble. We discuss for which … gambles this index of riskiness exists by considering the acceptance behavior of CARA-agents. Since for several relevant … distributions riskiness is not defined, we suggest an extension of riskiness to all gambles. We prove that this extension is unique …
Persistent link: https://www.econbiz.de/10010875268
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AN ECONOMIC INDEX OF RISKINESS
Serrano, Roberto; Aumann, Robert J. - Centro de Estudios Monetarios y Financieros (CEMFI) - 2007
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individual with constant …
Persistent link: https://www.econbiz.de/10005264553
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An economic index of riskiness
Aumann, Robert J.; Serrano, Roberto - Instituto de Ciencias Sociales, Instituto Madrileño de … - 2007
Define the riskiness of a gamble as the reciprocal of the absolute risk aversion (ARA) of an individual with constant …
Persistent link: https://www.econbiz.de/10005823552