Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization
Michel M. Denuit, Mhamed Mesfioui
| Year of publication: |
January 2017
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|---|---|
| Authors: | Denuit, Michel ; Mesfioui, Mhamed |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 1-5
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| Subject: | Stochastic dominance | Higher-degree increasing concave orders | Expectation dependence | Risk aversion | Expected utility | Erwartungsnutzen | Risiko | Risk | Theorie | Theory | Risikoaversion | Risikomodell | Risk model | Erwartungsbildung | Expectation formation | Portfolio-Management | Portfolio selection | 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: | 10.1016/j.insmatheco.2016.10.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691479