Name
Abstract | ||
|---|---|---|
•A non-expected utility model of risk pricing is presented.•Risk prices are calculated as the certainty equivalents of risky assets.•Certainty equivalents are given simple, explicit algebraic representations.•Certainty equivalents of risks with multi-attribute utilities can be calculated. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1016/j.ejor.2015.04.032 | European Journal of Operational Research |
Keywords | Field | DocType |
Risk analysis,Risk pricing,Certainty equivalent,Utility theory,Non-expected utility | Spectral risk measure,Economics,Certainty,Actuarial science,Expected utility hypothesis,Risk analysis (business),Rational pricing,Subjective expected utility,Risk assessment,Formalism (philosophy) | Journal |
Volume | Issue | ISSN |
246 | 3 | 0377-2217 |
Citations | PageRank | References |
0 | 0.34 | 4 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Gebhard Geiger | 1 | 12 | 3.28 |