A note on Aumann and Serrano's index of riskiness

DOI10.1016/J.ECONLET.2015.03.014zbMath1321.91029OpenAlexW2071554246MaRDI QIDQ500563

Amnon Schreiber

Publication date: 5 October 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.03.014

zbMATH Keywords

riskrisk aversionstochastic dominanceacceptance dominance

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Statistical methods; economic indices and measures (91B82) Probabilistic games; gambling (91A60)

Related Items (1)

Indexing gamble desirability by extending proportional stochastic dominance

Cites Work

• Economic indices of absolute and relative riskiness
• COMPARING LOCAL RISKS BY ACCEPTANCE AND REJECTION
• An Economic Index of Riskiness

This page was built for publication: A note on Aumann and Serrano's index of riskiness