Risk vulnerability: a graphical interpretation

DOI10.1007/S11238-009-9173-ZzbMath1274.91186OpenAlexW2014122346MaRDI QIDQ719051

Béatrice Rey, Louis R. Eeckhoudt

Publication date: 27 September 2011

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

Full work available at URL: https://doi.org/10.1007/s11238-009-9173-z

zbMATH Keywords

prudencerisk vulnerabilitydecreasing absolute risk aversiondecreasing relative risk aversionmultiplicative risk vulnerability

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (2)

Benchmark values for higher order coefficients of relative risk aversion ⋮ Risk aversion, downside risk aversion, and the transition to entrepreneurship

Cites Work

• Multiplicative Background Risk
• Risk Vulnerability and the Tempering Effect of Background Risk
• Unnamed Item

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