Another look at risk apportionment

DOI10.1016/j.jmateco.2013.04.007zbMath1282.91148OpenAlexW2080076391MaRDI QIDQ387334

Béatrice Rey, Michel M. Denuit

Publication date: 20 December 2013

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2013.04.007

zbMATH Keywords

expected utilitystochastic dominancehigher-order risk apportionmenthigher-order risk aversionwealth effect

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (4)

On ambiguity apportionment ⋮ New results for additive and multiplicative risk apportionment ⋮ Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization ⋮ Risk apportionment and multiply monotone targets

Cites Work

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