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Risk Aversion and Expected-utility Theory: A Calibration Theorem

✍ Scribed by Matthew Rabin

Book ID
108555993
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
90 KB
Volume
68
Category
Article
ISSN
0012-9682

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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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## Abstract The availability of patient‐level data from clinical trials has spurred a lot of interest in developing methods for quantifying and presenting uncertainty in cost–effectiveness analysis (CEA). Although the majority has focused on developing methods for using sample data to estimate a co