The comparative statics of cumulative distribution function changes for the class of risk averse agents

DOI10.1016/0022-0531(83)90026-1zbMath0519.90005OpenAlexW2027505854MaRDI QIDQ1054620

Jack Meyer, Michael B. Ormiston

Publication date: 1983

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(83)90026-1

zbMATH Keywords

comparative staticscumulative distribution function changesrisk average decision makers

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (13)

Deductible insurance and production ⋮ On Abel's concept of doubt and pessimism ⋮ The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics ⋮ Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach ⋮ Increases in risk and deductible insurance ⋮ Increases in risk and demand for a risky asset ⋮ Mean-preserving changes in risk with tail-dominance ⋮ Left-side strong increases in risk and their comparative statics ⋮ Necessary conditions for comparative statics under uncertainty ⋮ Comparative statics and non-expected utility preferences ⋮ Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs ⋮ Stochastically dominating shifts and the competitive firm ⋮ Two-parameter decision models and rank-dependent expected utility

Cites Work

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• A comparative statics theorem for choice under risk
• A note on a comparative statics theorem for choice under risk
• On lattice properties of the composition operator
• The impact of uncertainty in a class of objective functions
• Strong Increases in Risk and Their Comparative Statics
• Risk Aversion in the Small and in the Large
• The Efficiency Analysis of Choices Involving Risk

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