Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances

DOI10.1007/S11579-018-0212-9zbMath1396.91070OpenAlexW2791030933MaRDI QIDQ1670386

Arritokieta Chamorro, José Maria Usategui

Publication date: 5 September 2018

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-018-0212-9

zbMATH Keywords

beta distributionslocation-scale familyriskinesstruncated normal distributionsordering of gambles

Mathematics Subject Classification ID

Decision theory (91B06) Probabilistic games; gambling (91A60)

Cites Work

• Unnamed Item
• An operational interpretation and existence of the Aumann-Serrano index of riskiness
• A dynamic extension of the Foster-Hart measure of riskiness
• General dual measures of riskiness
• Existence and computation of the Aumann-Serrano index of riskiness and its extension
• A global index of riskiness
• An Economic Index of Riskiness
• A wealth-requirement axiomatization of riskiness

This page was built for publication: Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances