On s-convexity and risk aversion

Authors
Denuit, M Lefevre, C Scarsini, M
Citation
M. Denuit et al., On s-convexity and risk aversion, THEOR DECIS, 50(3), 2001, pp. 239-248
Citations number
20
Categorie Soggetti
Economics
Journal title
THEORY AND DECISION
ISSN journal
00405833 → ACNP
Volume
50
Issue
3
Year of publication
2001
Pages
239 - 248
Database
ISI
SICI code
0040-5833(200105)50:3<239:OSARA>2.0.ZU;2-I
Abstract
The present note first discusses the concept of s-convex pain functions in decision theory. Then, the economic behavior of an agent with such a pain f unction is represented through the comparison of some recursive lotteries.