Mean utility preserving increases in risk for state dependent utility functions

DOI10.1007/BF00126301zbMath0638.90010MaRDI QIDQ1099758

Michel Demers

Publication date: 1987

Published in: Theory and Decision (Search for Journal in Brave)

zbMATH Keywords

portfolio problemdegree of risk aversionmean utility preserving spread across statesstate dependent utility functions

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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• Increasing risk with state-dependent preferences
• On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences
• Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
• On State Dependent Preferences and Subjective Probabilities
• Uncertain lifetime, risk aversion and life insurance
• "Expected Utility" Analysis without the Independence Axiom
• Optimal insurance and generalized deductibles

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