Intensity of preferences for bivariate risk apportionment

DOI10.1016/J.JMATECO.2020.03.007zbMATH Open1437.91131OpenAlexW3015644665MaRDI QIDQ2178595FDOQ2178595

Authors: David Crainich, Olivier Le Courtois, Louis 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

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zbMATH Keywords

bivariate utility functionrisk apportionmentcomparative risk aversionRoss risk aversionincrease in bivariate risks

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (6)

• Correlation aversion and bivariate stochastic dominance with respect to reference functions
• Risk apportionment via bivariate stochastic dominance
• Optimal combination of requirement and reward in financial incentive programs for weight loss
• Preference under risk in the presence of indistinguishable probabilities
• Comparative risk aversion with two risks
• Understanding and measuring bivariate risk attitude: What can we learn from concordance?

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