Differentiable von Neumann-Morgenstern utility

DOI10.1007/S001990050294zbMath0934.91016OpenAlexW2008960145MaRDI QIDQ1306635

Lars Tyge Nielsen

Publication date: 16 November 1999

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990050294

zbMATH Keywords

differentiabilityexpected utilityrisk premiumprobability premiumrisk averse von Neumann-Morgenstem utility function

Mathematics Subject Classification ID

Utility theory (91B16)

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