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Risk aversion in the expected and the nonexpected utility functions

✍ Scribed by Jaeho Cho; Yoon Dokko

Publisher
Springer US
Year
1993
Tongue
English
Weight
370 KB
Volume
3
Category
Article
ISSN
0924-865X

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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