A test of risk vulnerability in the wider population

DOI10.1007/S11238-019-09708-5MaRDI QIDQ2300599zbMATH OpenOpenAlexWikidataFDO

Authors Philomena M. Bacon, Anna Conte, Peter G. Moffatt

Publication date 27 February 2020

Published in Theory and Decision (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11238-019-09708-5

zbMATH Keywords

panel databackground risksurvey datarisk vulnerability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Recommendations

• Estimates of relative risk
• An experimental test for risk aversion
• Test of heterogeneity of general population
• A test for risk-averse expected utility
• Testing of risk differences with inverse sampling
• Risk aversion and the value of diagnostic tests
• A collective risk comparative study

Cites work

• Equilibrium asset prices with undiversifiable labor income risk
• Modeling ordered choices. A primer
• Random group effects and the precision of regression estimates
• Risk Vulnerability and the Tempering Effect of Background Risk

Cited in

(2)

• Imputing risk tolerance from survey responses
• Higher-order risk vulnerability

Describes a project that uses

Uses Software

• Stata

This page was built for publication: A test of risk vulnerability in the wider population

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2300599)