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1 août 2010
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- handle: 10670/1.3q07zm
- hal: hal-02312501
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Yannick Malevergne et al., « Preserving preference rankings under non-financial background risk », HAL-SHS : droit et gestion, ID : 10670/1.3q07zm
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We investigate the impact of a non-financial background risk on the preference rankings between two independent financial risks and for an expected-utility maximizer. Utility functions that preserve the preference rankings are fully characterized. Their practical relevance is discussed in light of recent results on the constraints for the modelling of the preference for the disaggregation of harms.