Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes-Reference-Cited by-同舟云学术

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

Published:2010-09 Issue:2 Volume:60 Page:137-143
ISSN:0165-4896
Container-title:Mathematical Social Sciences
language:en
Short-container-title:Mathematical Social Sciences

Author:

Denuit Michel,Rey Béatrice

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,General Psychology,General Social Sciences,Sociology and Political Science

Reference21 articles.

1. Saving under rank-dependent utility;Bleichrodt;Economic Theory,2005

2. Mixed risk aversion;Caballé;Journal of Economic Theory,1996

3. Degree of downside risk aversion and self-protection;Chiu;Insurance: Mathematics and Economics,2005

4. Extremal generators and extremal distributions for the continuous s-convex stochastic orderings;Denuit;Insurance: Mathematics and Economics,1999

5. Somes consequences of correlation aversion in decision science;Denuit;Annals of Operations Research,2010

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1. Comparative risk apportionment;Economic Theory Bulletin;2021-01-31

2. Risk apportionment and multiply monotone targets;Mathematical Social Sciences;2018-03

3. Health and portfolio choices: A diffidence approach;European Journal of Operational Research;2017-05

4. Health and Portfolio Choices: A Hyperplane Separation Approach;SSRN Electronic Journal;2016

5. Risk aversion, prudence, and asset allocation: a review and some new developments;Theory and Decision;2015-05-21

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