On the properties of high-order non-monetary measures for risks
Christophe Courbage, Henri Loubergé, Béatrice Rey
| Year of publication: |
May 2018
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| Authors: | Courbage, Christophe ; Loubergé, Henri ; Rey, Béatrice |
| Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 43.2018, 1, p. 77-94
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| Subject: | Mixed risk aversion | Risk apportionment | Merging increases in risk | Superadditivity nth-order utility premium | Risiko | Risk | Theorie | Theory | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Risikoprämie | Risk premium | Risikomanagement | Risk management | Risikomodell | Risk model | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s10713-018-0029-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011884433