Foundations of Risk Measurement. I. Risk As Probable Loss
基于感知风险的理论与实证研究，提出公理化的风险测量方法，通过损失概率和损失分布来定义风险，适合对风险度量理论感兴趣的学者。
This paper seeks to get behind specific contextual referents of risky situations to consider characteristics of risk that apply to many situations. It is guided by previous theoretical and empirical research in perceived risk, and focuses on the joint effects on risk of loss probability and the distribution of losses. The approach taken follows modern axiomatic theory by proposing conditions on a relation “is at least as risky as” between pairs of probability distributions over an outcome variable. Several sets of axioms for risk that characterize different forms for risk measurement are presented.