Explicit solution to the economic index of riskiness

DOI10.1016/J.ECONLET.2023.111343zbMath1530.91467OpenAlexW4386483858MaRDI QIDQ6140012

Lingjiong Zhu, Cai Wu, Zhen-Yu Cui

Publication date: 19 January 2024

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111343

zbMATH Keywords

utilityLagrange inversion theoremeconomic index of riskinessgeneral gambles

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• An operational interpretation and existence of the Aumann-Serrano index of riskiness
• On the Lambert \(w\) function
• Existence and computation of the Aumann-Serrano index of riskiness and its extension
• A Generalized Measure of Riskiness
• An Economic Index of Riskiness
• The Foster-Hart measure of riskiness for general gambles

This page was built for publication: Explicit solution to the economic index of riskiness