Risk attitudes and the value of risk transformations
Author:
Affiliation:
1. Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA); Université Catholique de Louvain; Louvain-la-Neuve; Belgium
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1742-7363.2013.12017.x/fullpdf
Reference17 articles.
1. Arrow , K. J. 1965
2. Mixed risk aversion;Caballe;Journal of Economic Theory,1996
3. On the intensity of downside risk aversion;Crainich;Journal of Risk and Uncertainty,2008
4. Stronger measures of higher-order risk attitudes;Denuit;Journal of Economic Theory,2010
5. The s-convex orders among real random variables, with applications;Denuit;Mathematical Inequalities and Their Applications,1998
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