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Existence and uniqueness of recursive utilities without boundedness

Christensen, Timothy M. - In: Journal of economic theory 200 (2022), pp. 1-37

Persistent link: https://www.econbiz.de/10013192743

Asymptotic expected utility of dividend payments in a classical collective risk process

Baran, Sebastian; Constantinescu, Corina; Palmowski, … - In: Risks : open access journal 11 (2023) 4, pp. 1-15

We find the asymptotics of the value function maximizing the expected utility of discounted dividend payments of an … initial reserves tend to infinity. We focus on the power and logarithmic utility functions. We also perform some numerical …

Persistent link: https://www.econbiz.de/10014303657

On the concavity and quasiconcavity properties of (σ,μ) utility functions

Lajeri-Chaherli, Fatma - In: Bulletin of economic research 68 (2016) 3, pp. 287-296

Persistent link: https://www.econbiz.de/10011502796

Cross risk apportionment and non-financial correlated background uncertainty

Asano, Takao; Osaki, Yusuke - 2023

Persistent link: https://www.econbiz.de/10014420566

Beyond the risk-neutral utility function

Barnett, William A.; Yi, Liu - In: Divisia monetary aggregates : theory and practice, (pp. 11-27). 2000

Persistent link: https://www.econbiz.de/10001532433

Recursive utility under uncertainty

Chew, Soo-Hong; Epstein, Larry G. - 1990

Persistent link: https://www.econbiz.de/10000801477

Prudence, demand uncertainty, background risk and the law of supply : a nonexpected utility approach to the firm

Demers, Fanny Saul; Demers, Michel - 1994

Persistent link: https://www.econbiz.de/10000913836

Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms

Aivazian, Varouj A. - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 411-424

Persistent link: https://www.econbiz.de/10001815100

On the correspondence between multivariate risk aversion and risk aversion with state-dependent preferences

Karni, Edi - 1981

Persistent link: https://www.econbiz.de/10002146954

Utility Paradox of Risk Decision : The Correlation between Risk/Wealth and Value/Weighting Function

Liu, Yidian - 2015

Decision under risk is one of the most important topics in economics. The underlying assumption of traditional theory …

Persistent link: https://www.econbiz.de/10013023226