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Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk - MaRDI portal

Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk (Q1800966)

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scientific article; zbMATH DE number 6966145
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English
Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk
scientific article; zbMATH DE number 6966145

    Statements

    Bringing order to rankings of utility functions by strong increases in \(n\)th order aversion to risk (English)
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    26 October 2018
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    Schwarzian measure
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    mixed risk aversion
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    \(n\)-monotone risk aversion
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