# Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model

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## Abstract

## Suggested Citation

**Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.

*RePEc:hal:cesptp:halshs-00212281*

DOI: 10.1016/S0304-4068(03)00044-2

Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00212281

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## Other versions of this item:

- Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004.
"
**Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model**," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.

- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004.
"
**Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model**," Post-Print halshs-00212281, HAL.

## References listed on IDEAS

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"
**More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model**," Papiers d'Economie MathÃ©matique et Applications 97.53, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1). - Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005.
"
**More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model**," Post-Print halshs-00211906, HAL. - Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005.
"
**More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211906, HAL.

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**More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model**," Papiers d'Economie MathÃ©matique et Applications 97.53, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1). - Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005.
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## More about this item

### Keywords

Location-independent risk; monotone increase in risk; rank-dependent expected utility.; rank-dependent expected utility;All these keywords.

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