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Volumn 59, Issue 2, 1998, Pages 207-212

Local risk aversion in the rank dependent expected utility model: First order versus second order effects

Author keywords

D81; Local risk aversion; Rank dependent expected utility model; Risk premium

Indexed keywords


EID: 0032219496     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00043-3     Document Type: Article
Times cited : (1)

References (11)
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    • Chateauneuf, A.1    Cohen, M.2
  • 2
    • 84910847643 scopus 로고
    • On the use of comonotonicity in the axiomatization of EURDP theory for arbitrary consequences - CERMSEM
    • Université de Paris I, abstract presented at the Fifth International Conference on the Foundations and Applications of Utility, Risk and Decision Theory (FUR-90). (forthcoming).
    • Chateauneuf, A., 1990. On the use of comonotonicity in the axiomatization of EURDP theory for arbitrary consequences - CERMSEM, Université de Paris I, abstract presented at the Fifth International Conference on the Foundations and Applications of Utility, Risk and Decision Theory (FUR-90). Journal of Mathematical Economics (forthcoming).
    • (1990) Journal of Mathematical Economics
    • Chateauneuf, A.1
  • 3
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    • Risk aversion in the theory of expected utility with rank dependent probabilities
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    • (1987) Journal of Economic Theory , vol.42 , pp. 370-380
    • Chew, S.H.1    Karni, E.2    Safra, Z.3
  • 4
    • 0003093820 scopus 로고
    • Risk aversion concepts in expected - and non-expected - Utility Models
    • Cohen, M., 1995. Risk aversion concepts in expected - and non-expected - Utility Models. The Geneva Papers on Risk and Insurance Theory 20, 73-91.
    • (1995) The Geneva Papers on Risk and Insurance Theory , vol.20 , pp. 73-91
    • Cohen, M.1
  • 5
    • 0001579697 scopus 로고
    • Risk aversion in the small and in the large
    • Pratt J.W. Risk aversion in the small and in the large. Econometrica. 32:1964;122-136.
    • (1964) Econometrica , vol.32 , pp. 122-136
    • Pratt, J.W.1
  • 6
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    • Comonotone allocations, Bickel-Lehman dispersion and the Arrow-Pratt measure of risk aversion
    • Lansberger M., Meilijson I. Comonotone allocations, Bickel-Lehman dispersion and the Arrow-Pratt measure of risk aversion. Annals of Operations Research. 52:1994;97-106.
    • (1994) Annals of Operations Research , vol.52 , pp. 97-106
    • Lansberger, M.1    Meilijson, I.2
  • 8
    • 0010055590 scopus 로고
    • Increasing risk: Another definition
    • Chikan, A. (Ed.) Kluwer, Dordrecht.
    • Quiggin, J., 1992. Increasing risk: Another definition. In: Chikan, A. (Ed.), Progress in Decision, Utility and Risk Theory. Kluwer, Dordrecht.
    • (1992) Progress in Decision, Utility and Risk Theory
    • Quiggin, J.1
  • 9
    • 0000092680 scopus 로고
    • First order versus second order risk aversion
    • Segal U., Spivak A. First order versus second order risk aversion. Journal of Economic Theory. 51:1990;111-125.
    • (1990) Journal of Economic Theory , vol.51 , pp. 111-125
    • Segal, U.1    Spivak, A.2
  • 10
    • 0003004346 scopus 로고
    • Separating marginal utility and probabilistic risk aversion
    • Wakker P. Separating marginal utility and probabilistic risk aversion. Theory and Decision. 36:1994;1-44.
    • (1994) Theory and Decision , vol.36 , pp. 1-44
    • Wakker, P.1
  • 11
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    • The dual theory of choice under risk
    • Yaari M. The dual theory of choice under risk. Econometrica. 55:1987;95-105.
    • (1987) Econometrica , vol.55 , pp. 95-105
    • Yaari, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.