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Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes

Author

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  • Michel Denuit

    (Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) - UCL - Université Catholique de Louvain = Catholic University of Louvain)

  • Béatrice Rey

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

No abstract is available for this item.

Suggested Citation

  • Michel Denuit & Béatrice Rey, 2010. "Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes," Post-Print halshs-03353470, HAL.
    • Handle: RePEc:hal:journl:halshs-03353470
    DOI: 10.1016/j.mathsocsci.2010.06.005
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    Citations

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    Cited by:

    1. Denuit, Michel & Rey, Beatrice, 2012. "Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems," LIDAM Discussion Papers ISBA 2012014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
    3. Steven E. Pav, 2015. "Safety Third: Roy's Criterion and Higher Order Moments," Papers 1506.04227, arXiv.org.
    4. Christian Gollier & James Hammitt & Nicolas Treich, 2013. "Risk and choice: A research saga," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
    5. Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
    6. Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
    7. Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2017. "Health and portfolio choices: A diffidence approach," European Journal of Operational Research, Elsevier, vol. 259(1), pages 273-279.
    8. Denuit, Michel, 2016. "Risk Apportionment and Multiply Monotone Targets," LIDAM Discussion Papers ISBA 2016044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    9. Michel Denuit & Louis Eeckhoudt, 2016. "Risk aversion, prudence, and asset allocation: a review and some new developments," Theory and Decision, Springer, vol. 80(2), pages 227-243, February.
    10. Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
    11. Denuit, Michel & Liu, Liqun, 2013. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," LIDAM Discussion Papers ISBA 2013007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    12. David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2013. "An index of (absolute) correlation aversion: theory and some implications," Working Papers 2013-ECO-12, IESEG School of Management.
    13. 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.
    14. Denuit, Michel M., 2018. "Risk apportionment and multiply monotone targets," Mathematical Social Sciences, Elsevier, vol. 92(C), pages 74-77.

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