Multiplicative risk apportionment
type: Item
instance of: scholarly article
title: Multiplicative risk apportionment
zbMATH Open document ID: 1232.91230
author: Jian-Li Wang
author: Jingyuan Li
published in: Mathematical Social Sciences
publication date: 2010-09-07T00:00:00Z
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5780008
zbMATH Keywords: higher-order relative risk aversion
zbMATH Keywords: higher-order multiplicative risk apportionment
Wikidata QID: Q59356419
MaRDI profile type: Publication
full work available at URL: j.mathsocsci.2010.03.003
OpenAlex ID: W2125745636
cites work: Mixed risk aversion
cites work: Exploring Higher Order Risk Effects
cites work: The values of relative risk aversion and prudence: a context-free interpretation
cites work: Apportioning of risks via stochastic dominance
cites work: Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
cites work: Comparative higher-degree Ross risk aversion
cites work: Multiattribute Utility Satisfying a Preference for Combining Good with Bad
DBLP publication ID: journals/mss/WangL10
DOI: 10.1016/J.MATHSOCSCI.2010.03.003
Recommended article: Risk apportionment and multiply monotone targets
Recommended article: New results for additive and multiplicative risk apportionment
Recommended article: A general theory of risk apportionment
Recommended article: Multivariate risk premiums
Recommended article: Risk apportionment via bivariate stochastic dominance
Recommended article: Apportioning of risks via stochastic dominance
Recommended article: Multiplicative Background Risk
Recommended article: Q4217771
Recommended article: Risk apportionment: the dual story
Recommended article: Additive and multiplicative risk premiums with multiple sources of risk
description: scientific article; zbMATH DE number 5780008