Risk apportionment and multiply monotone targets

DOI10.1016/j.mathsocsci.2017.09.008zbMath1397.91131OpenAlexW2598461900MaRDI QIDQ1748546

Michel M. Denuit

Publication date: 11 May 2018

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A179282/datastream/PDF_01/view

zbMATH Keywords

risk apportionmentmultiply monotone targetstarget-oriented decision-making model

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites Work

• Unnamed Item
• On Multiply Monotone Distributions, Continuous or Discrete, with Applications
• Another look at risk apportionment
• Apportioning of risks via stochastic dominance
• Expected utility without utility
• Mixed risk aversion
• Proper prudence, standard prudence and precautionary vulnerability
• Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
• Risk Vulnerability and the Tempering Effect of Background Risk
• The Use of Distribution Functions to Represent Utility Functions
• Decision analysis using targets instead of utility functions.

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