The dynamics of risk-sensitive allocations

DOI10.1016/j.jet.2004.05.008zbMath1127.91038OpenAlexW2043515777MaRDI QIDQ813942

Evan W. Anderson

Publication date: 2 February 2006

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://cdr.lib.unc.edu/downloads/gx41ms916

zbMATH Keywords

dynamicsrisk-sharingPareto optimal allocationsrisk-sensitivity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Economic growth models (91B62) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (7)

Optimal dividend payout model with risk sensitive preferences ⋮ Stochastic optimal growth model with risk sensitive preferences ⋮ On recursive utilities with non-affine aggregator and conditional certainty equivalent ⋮ Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics ⋮ Recursive robust estimation and control without commitment ⋮ Pareto optimal allocations and dynamic programming ⋮ Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players

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