Some consequences of correlation aversion in decision science
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Publication:993723
DOI10.1007/s10479-008-0446-7zbMath1233.91078OpenAlexW2152034063MaRDI QIDQ993723
Béatrice Rey, Michel M. Denuit, Louis R. Eeckhoudt
Publication date: 20 September 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0446-7
prudencerisk aversionstochastic dominancetemperancebivariate (\(s_{1},s_{2}\))-increasing concave orders
Related Items (10)
Multi-attribute target-based utilities and extensions of fuzzy measures ⋮ Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes ⋮ Another look at risk apportionment ⋮ Correlated risks, bivariate utility and optimal choices ⋮ Multidimensional risk aversion: the cardinal sin ⋮ Consistency between principal and agent with differing time horizons: computing incentives under risk ⋮ Nuclear emergency decision support: a behavioural OR perspective ⋮ Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value ⋮ Multivariate stochastic dominance for risk averters and risk seekers ⋮ Multivariate Concave and Convex Stochastic Dominance
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- The s-convex orders among real random variables, with applications
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