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Comparing utility derivative premia under additive and multiplicative risks - MaRDI portal

Comparing utility derivative premia under additive and multiplicative risks (Q6116752)

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scientific article; zbMATH DE number 7713934
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English
Comparing utility derivative premia under additive and multiplicative risks
scientific article; zbMATH DE number 7713934

    Statements

    title
    Comparing utility derivative premia under additive and multiplicative risks (English)
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    author
    Christoph Heinzel
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    publication date
    18 July 2023
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    zbMATH Keywords
    utility premium
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    multiplicative risk
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    higher-order risk
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    comparative risk aversion
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    precautionary premium
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    cites work
    Q2736598
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    Standard Risk Aversion
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    Increasing outer risk
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    Identifiers

    zbMATH DE Number
    7713934
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    OpenAlex ID
    W4322766554
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