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Développements limités sur les mesures de l'aversion au risque

Author

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  • Jean-Michel Courtault

    (CEPN - Centre d'Economie de l'Université Paris Nord (ancienne affiliation) - UP13 - Université Paris 13 - CNRS - Centre National de la Recherche Scientifique)

Abstract

Dans cette note, une démonstration rigoureuse établissant la validité des mesures de l'aversion au risque de Arrow-Pratt est explicitée et le lien avec l'approche de Kolm-Yaari est mis au jour.

Suggested Citation

  • Jean-Michel Courtault, 1992. "Développements limités sur les mesures de l'aversion au risque," Post-Print halshs-00447599, HAL.
    • Handle: RePEc:hal:journl:halshs-00447599
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00447599v1
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    Cited by:

    1. Jean-Michel Courtault, 1992. "Développements limités sur les mesures de l'aversion au risque," Revue Économique, Programme National Persée, vol. 43(3), pages 509-518.

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