Comparative risk aversion with two risks

DOI10.1016/j.jmateco.2021.102536zbMath1479.91073OpenAlexW3166843981MaRDI QIDQ2057256

Kit Pong Wong

Publication date: 9 December 2021

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2021.102536

zbMATH Keywords

expectation dependencecomparative risk aversionbivariate risk apportionment

Mathematics Subject Classification ID

Utility theory (91B16) Risk models (general) (91B05)

Related Items (2)

Production and hedging under correlated price and background risks ⋮ Diversification and risk attitudes toward two risks

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