A Simple Riskiness Order Leading to the Aumann-Serrano Index of
Riskiness
Sergiu Hart
Abstract
We introduce a simple "riskier than" order between gambles, from
which the index of riskiness of Aumann and Serrano (2008) is directly
obtained.
==> Superseded by
"Comparing Risks by Acceptance and
Rejection" <==
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May 2008
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The Hebrew University of Jerusalem, Center for Rationality
DP-517, July 2009
See also:
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© Sergiu Hart