Risk Apportionment and Multiply Monotone Targets

Denuit, Michel
(2016) , 5 pages

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Abstract
This short note proposes a new interpretation of risk apportionment, in the target-oriented decision-making 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. (2016). Risk Apportionment and Multiply Monotone Targets (ISBA Discussion Paper 2016/44). https://hdl.handle.net/2078.5/180038