The probability premium: a graphical representation

DOI10.1016/J.ECONLET.2015.08.029zbMath1396.91079OpenAlexW1220182756MaRDI QIDQ1667876

Roger J. A. Laeven, Louis R. Eeckhoudt

Publication date: 31 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.08.029

zbMATH Keywords

expected utilityrisk aversionrisk premiumdual theoryprobability premium

Mathematics Subject Classification ID

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

Cites Work

• The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence
• Prudence probability premium
• On the utility premium of Friedman and Savage
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Substituting one risk increase for another: a method for measuring risk aversion
• The Dual Theory of Choice under Risk
• Risk Aversion in the Small and in the Large
• Unnamed Item

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