Discounting axioms imply risk neutrality

DOI10.1007/s10479-012-1066-9zbMath1367.91067OpenAlexW2088108678MaRDI QIDQ378764

Matthew J. Sobel

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1066-9

zbMATH Keywords

utilityriskdiscountingpreferencesaxiomstimeimpatience

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Sustainable social choice under risk ⋮ Risk-induced discounting ⋮ On Dynamic Decision Making to Meet Consumption Targets

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