Relatively weak increases in risk and their comparative statics

DOI10.1016/0165-1765(93)90152-3zbMath0800.90299OpenAlexW2007199862MaRDI QIDQ1311229

Georges Dionne, Christian Gollier, Louis R. Eeckhoudt

Publication date: 13 January 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90152-3

Mathematics Subject Classification ID

Related Items (9)

Deductible insurance and production: A comment ⋮ General Stochastic Dominance Rules ⋮ The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics ⋮ The Subclasses of Rothschild and Stiglitz (R-S) Increases in Risk and Their Comparative Statics ⋮ Some Relationships Among FSD Shifts and R-S Increases in Risk ⋮ Production under uncertainty with insurance or hedging ⋮ Left-side strong increases in risk and their comparative statics ⋮ Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs ⋮ Portfolio choice for increases in risk and prudence revisited

Cites Work

• A note on a comparative statics theorem for choice under risk
• Strong Increases in Risk and Their Comparative Statics
• A Ratio Criterion for Signing the Effects of an Increase in Uncertainty

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