Benchmark values for higher order coefficients of relative risk aversion
Michel Denuit and
Béatrice Rey ()
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Michel Denuit: Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) - UCL - Université Catholique de Louvain = Catholic University of Louvain
Béatrice Rey: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
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Date: 2014-01
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Published in Theory and Decision, 2014, 76 (1), pp.81-94. ⟨10.1007/s11238-013-9353-8⟩
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-03353452
DOI: 10.1007/s11238-013-9353-8
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