An operational interpretation and existence of the Aumann–Serrano index of riskiness

In this note we provide an operational interpretation of the economic index of riskiness of Aumann and Serrano (2008) and discuss its existence in the case of non-finite gambles.

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Year of publication:	2012
Authors:	Homm, Ulrich ; Pigorsch, Christian
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 114.2012, 3, p. 265-267
Publisher:	Elsevier
Subject:	Aumann–Serrano index of riskiness \| Adjustment coefficient \| Ruin probability

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Type of publication:	Article
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010576477