Saving under rank-dependent utility

DOI10.1007/s00199-003-0455-3zbMath1107.91306OpenAlexW2073968392MaRDI QIDQ1779016

Han Bleichrodt, Louis R. Eeckhoudt

Publication date: 20 June 2005

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

Full work available at URL: https://doi.org/10.1007/s00199-003-0455-3

zbMATH Keywords

SavingPrudenceTemperanceRank-dependent utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (7)

Precautionary saving in the presence of other risks ⋮ On the precautionary motive for savings and prudence in the rank-dependent utility framework ⋮ Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes ⋮ Is there a plausible theory for decision under risk? A dual calibration critique ⋮ Consistent probability attitudes ⋮ Stochastic dominance representation of optimistic belief: theory and applications ⋮ Comparative risk aversion: a formal approach with applications to saving behavior

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