Risk and risk aversion for state-dependent utility

DOI10.1007/BF00133983zbMath0757.90001WikidataQ57919698 ScholiaQ57919698MaRDI QIDQ1193772

David Kelsey

Publication date: 27 September 1992

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

zbMATH Keywords

risk aversionlife insurancestate-dependent utility model

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (1)

Concavity, stochastic utility, and risk aversion

Cites Work

• A theory of medical decision making under uncertainty
• On the risk-aversion comparability of state-dependent utility functions
• Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
• On State Dependent Preferences and Subjective Probabilities
• Generalized Expected Utility Analysis of Risk Aversion with State-Dependent Preferences
• Risk Aversion in the Small and in the Large

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