Indexing gamble desirability by extending proportional stochastic dominance

DOI10.1016/J.GEB.2018.02.003zbMath1390.91105OpenAlexW2509413765WikidataQ130200078 ScholiaQ130200078MaRDI QIDQ1753309

Ziv Hellman, Amnon Schreiber

Publication date: 29 May 2018

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/173743

zbMATH Keywords

relative riskrisk aversionabsolute riskindices of riskiness

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Statistical methods; economic indices and measures (91B82) Probabilistic games; gambling (91A60)

Cites Work

• A note on Aumann and Serrano's index of riskiness
• Economic indices of absolute and relative riskiness
• COMPARING LOCAL RISKS BY ACCEPTANCE AND REJECTION
• An Economic Index of Riskiness
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• A wealth-requirement axiomatization of riskiness
• Stochastic Dominance
• The Efficiency Analysis of Choices Involving Risk

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