New Results for Additive and Multiplicative Risk Apportionment
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- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers halshs-02100855, HAL.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
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More about this item
Keywords
Additive risks; Constant relative risk aversion; Multiplicative risks; Preserved preference ranking; Risk apportionment;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MIC-2019-04-22 (Microeconomics)
- NEP-ORE-2019-04-22 (Operations Research)
- NEP-RMG-2019-04-22 (Risk Management)
- NEP-UPT-2019-04-22 (Utility Models and Prospect Theory)
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