Health care investment: the case of multiple sources of risk

DOI10.1007/S10690-019-09291-3zbMATH Open1454.91057OpenAlexW2989004270MaRDI QIDQ2216396FDOQ2216396

Authors: Octave Jokung, Sovan Mitra 

Publication date: 15 December 2020

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-019-09291-3

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zbMATH Keywords

dependencestochastic dominancehealth carepair-wise risk aversionincrease in riskhealth uncertainty

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Risk models (general) (91B05)

Cites Work

• Some Concepts of Dependence
• Risk apportionment via bivariate stochastic dominance
• Risk Vulnerability and the Tempering Effect of Background Risk
• Risk Aversion in the Small and in the Large
• Correlated risks, bivariate utility and optimal choices
• Proper Risk Aversion
• Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
• Standard Risk Aversion
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
• Multiplicative risk apportionment
• Proper prudence, standard prudence and precautionary vulnerability
• Risk preferences and changes in background risk
• Optimizing the equity-bond-annuity portfolio in retirement: the impact of uncertain health expenses
• Uncertain Medical Expenses and Precautionary Saving Near the End of the Life Cycle
• Stochastic dominance with pair-wise risk aversion

Cited In (3)

• Health and portfolio choices: a diffidence approach
• Accounting for risk factors on health outcomes: the case of Luxembourg
• Financial health economics

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