Multiplicative risk apportionment

DOI10.1016/j.mathsocsci.2010.03.003zbMath1232.91230DBLPjournals/mss/WangL10OpenAlexW2125745636WikidataQ59356419 ScholiaQ59356419MaRDI QIDQ991323

Jingyuan Li, Jianli Wang

Publication date: 7 September 2010

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2010.03.003

zbMATH Keywords

higher-order multiplicative risk apportionmenthigher-order relative risk aversion

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (12)

A new interpretation of the condition for precautionary saving in the presence of an interest-rate risk ⋮ Precautionary self-insurance-cum-protection ⋮ Another look at risk apportionment ⋮ Precautionary saving in the presence of labor income and interest rate risks ⋮ Decreasing downside risk aversion and background risk ⋮ Changes in multiplicative background risk and risk-taking behavior ⋮ The impact of prudence on optimal prevention revisited ⋮ Increases in skewness and three-moment preferences ⋮ New results for additive and multiplicative risk apportionment ⋮ Benchmark values for higher order coefficients of relative risk aversion ⋮ Health care investment: the case of multiple sources of risk ⋮ Background risk, bivariate risk attitudes, and optimal prevention

Cites Work

• Comparative higher-degree Ross risk aversion
• Apportioning of risks via stochastic dominance
• The values of relative risk aversion and prudence: a context-free interpretation
• Mixed risk aversion
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Exploring Higher Order Risk Effects
• Multiattribute Utility Satisfying a Preference for Combining Good with Bad

This page was built for publication: Multiplicative risk apportionment