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Risk apportionment and multiply monotone targets · Study

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ArticleRisk apportionment and multiply monotone targets

Michel M. Denuit2017

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Articlegreen2017

Risk apportionment and multiply monotone targets

Michel M. Denuit

1 citations·0/0 files stored·Mathematical Social Sciences

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Decision-Making and Behavioral Economics Multi-Criteria Decision Making Risk and Portfolio Optimization

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References

1990Precautionary Saving in the Small and in the Large 1989Precautionary Saving in the Small and in the Large 1996Risk Vulnerability and the Tempering Effect of Background Risk 2006Putting Risk in Its Proper Place 1996Mixed Risk Aversion 2000Decision analysis using targets instead of utility functions 1996Expected utility without utility 2009Apportioning of risks via stochastic dominance.

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Details

Year2017

Typearticle

Published2017-10-19

VenueMathematical Social Sciences

ISSN-L0165-4896

Languageen

Citations1

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/j.mathsocsci.2017.09.008

openalex_workW2598461900

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