Risk apportionment and multiply monotone targets

Denuit, Michel
(2018) Mathematical Social Sciences — Vol. 92, p. 74-77 (2018)

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Abstract
This short note proposes a new interpretation of risk apportionment, in the target-oriented decisionmaking model. It is shown that these risk attitudes translate into smaller targets, expressing the decision maker’s conservative behavior.
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Denuit, M. (2018). Risk apportionment and multiply monotone targets. Mathematical Social Sciences, 92, 74-77. https://doi.org/10.1016/j.mathsocsci.2017.09.008 (Original work published 2018)