Intensity of preferences for bivariate risk apportionment

DOI10.1016/j.jmateco.2020.03.007zbMath1437.91131OpenAlexW3015644665MaRDI QIDQ2178595

David Crainich, Olivier Le Courtois, Louis R. Eeckhoudt

Publication date: 11 May 2020

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2020.03.007

zbMATH Keywords

risk apportionmentbivariate utility functioncomparative risk aversionRoss risk aversionincrease in bivariate risks

Mathematics Subject Classification ID

Individual preferences (91B08) Risk models (general) (91B05)

Related Items (1)

Comparative risk aversion with two risks

Cites Work

• Risk aversion with two risks: a theoretical extension
• Background risk, bivariate risk attitudes, and optimal prevention
• Correlated risks, bivariate utility and optimal choices
• A note on optimal insurance in the presence of a nonpecuniary background risk
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• Precautionary saving in the presence of other risks
• Risk apportionment via bivariate stochastic dominance
• Substituting one risk increase for another: a method for measuring risk aversion
• On multivariate prudence
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Multivariate Concave and Convex Stochastic Dominance
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
• Risk Aversion in the Small and in the Large

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