Another look at risk apportionment
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Publication:387334
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
expected utilitystochastic dominancehigher-order risk apportionmenthigher-order risk aversionwealth effect
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
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