On \(s\)-convexity and risk aversion

DOI10.1023/A:1010336203373zbMath0987.91027OpenAlexW1728446076MaRDI QIDQ5953207

Marco Scarsini, Michel M. Denuit, Claude Lefèvre

Publication date: 14 January 2002

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010336203373

zbMATH Keywords

expected utility theory\(s\)-convex pain functionsactuarial studiesrecursive lotteriesstochastic \(s\)-convex orders

Mathematics Subject Classification ID

Utility theory (91B16)

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