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Expected utility operators and possibilistic risk aversion

✍ Scribed by Georgescu, Irina

Book ID: 118786740
Publisher: Springer
Year: 2012
Tongue: English
Weight: 292 KB
Volume: 16
Category: Article
ISSN: 1432-7643
DOI: 10.1007/s00500-012-0851-3

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In the expected utility case, the risk-aversion measure is given by the Arrow-Pratt index. Three proposals of a risk-aversion measure for the nonexpected utility case are examined. The first one sets "the second derivative of the acceptance frontier as a measure of local risk aversion." The second o

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