New results for additive and multiplicative risk apportionment
ContributorsLouberge, Henri; Malevergne, Yannick; Rey, Béatrice
Published inJournal of Mathematical Economics, vol. 90, p. 140-151
Publication date2020
Abstract
Keywords
- Additive vs. multiplicative risks
- Constant relative risk aversion
- Higher order risk aversion
- Expected utility
- Higher order risk apportionment
- Stochastic dominance
Affiliation
Citation (ISO format)
LOUBERGE, Henri, MALEVERGNE, Yannick, REY, Béatrice. New results for additive and multiplicative risk apportionment. In: Journal of Mathematical Economics, 2020, vol. 90, p. 140–151.
Main files (1)
Article (Published version)
Identifiers
- PID : unige:141301
Commercial URLhttps://doi.org/10.1016/j.jmateco.2020.07.004
ISSN of the journal0304-4068