On temperance and risk spreading

DOI10.1007/S11238-019-09737-0zbMath1443.91101OpenAlexW2903269699MaRDI QIDQ2188234

Béatrice Rey, Christophe Courbage

Publication date: 10 June 2020

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: http://arodes.hes-so.ch/record/5242

zbMATH Keywords

superadditivityutility premiumtemperancerisk spreading

Mathematics Subject Classification ID

Utility theory (91B16) Risk models (general) (91B05)

Cites Work

• Apportioning of risks via stochastic dominance
• Preservation of More risk averse under expectations
• Mixed risk aversion
• New results on the relationship among risk aversion, prudence and temperance
• The s-convex orders among real random variables, with applications
• Risk Vulnerability and the Tempering Effect of Background Risk
• On \(s\)-convexity and risk aversion

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