On the St. Petersburg Paradox

DOI10.1080/034612301750077356zbMath0971.91007OpenAlexW2047186842MaRDI QIDQ2739855

Knut Kristian Aase

Publication date: 16 September 2001

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/034612301750077356

zbMATH Keywords

utilitycertainty equivalentfree luncharbitrage possibility

Mathematics Subject Classification ID

Utility theory (91B16) Stochastic games, stochastic differential games (91A15)

Related Items (3)

The St. Petersburg paradox and capital asset pricing ⋮ An analysis of two modifications of the Petersburg game ⋮ Using the Kelly Criterion for Investing

Cites Work

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• Admissible investment strategies in continuous trading
• On the St. Petersburg paradox
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Minimizing or Maximizing the Expected Time to Reach Zero
• Risk Aversion in the Small and in the Large
• On Cash Equivalents and Information Evaluation in Decisions Under Uncertainty: Part I: Basic Theory
• Investment policies for expanding businesses optimal in a long‐run sense
• Exposition of a New Theory on the Measurement of Risk

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