On S-convexity and risk aversion
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References listed on IDEAS
- Kaas, R. & Hesselager, O., 1995. "Ordering claim size distributions and mixed Poisson probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 193-201, October.
- Denuit, Michel & Vylder, Etienne De & Lefevre, Claude, 1999. "Extremal generators and extremal distributions for the continuous s-convex stochastic orderings," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 201-217, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Denuit, Michel M. & Eeckhoudt, Louis, 2010.
"Stronger measures of higher-order risk attitudes,"
Journal of Economic Theory,
Elsevier, vol. 145(5), pages 2027-2036, September.
- DENUIT, Michel & EECKHOUDT, Louis, 2010. "Stronger measures of higher-order risk attitudes," CORE Discussion Papers RP 2353, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Denuit & L. Eeckhoudt, 2010. "Stronger measures of higher-order risk attitudes," Post-Print halshs-00485755, HAL.
- Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, University Library of Munich, Germany.
- Michel Denuit & Liqun Liu, 2014. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," Theory and Decision, Springer, vol. 76(2), pages 287-295, February.
More about this item
KeywordsExpected utility theory; Actuarial studies; s-convex pain functions; Stochastic s-convex orders; Insurance; Decision theory; Utility theory; Risk aversion; Lottery; Recursive method; Convex function; Assurance; Théorie décision; Théorie utilité; Aversion risque; Loterie; Méthode récursive; Fonction convexe;
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