Precautionary saving in the large: nth degree deteriorations in future income
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Publication:2452229
DOI10.1016/J.JMATECO.2013.12.004zbMATH Open1297.91151OpenAlexW2004187761MaRDI QIDQ2452229FDOQ2452229
Authors: Liqun Liu 
Publication date: 2 June 2014
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2013.12.004
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stochastic dominanceprecautionary savingprecautionary premiumhigher degree risk increasemean preserving stochastic dominance
Cites Work
- Title not available (Why is that?)
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Risk Aversion in the Small and in the Large
- Stronger measures of higher-order risk attitudes
- Risk attitudes and the value of risk transformations
- 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
- A note on comparative downside risk aversion
- Comparative higher-degree Ross risk aversion
- On the utility premium of Friedman and Savage
- A new interpretation for the precautionary saving motive: a note
Cited In (8)
- An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk
- Precautionary risk-reduction and saving decisions: two sides of the same coin?
- Changes in risk and strategic interaction
- A general theory of risk apportionment
- Willingness to pay for stochastic improvements of future risk under different risk aversion
- Comparing utility derivative premia under additive and multiplicative risks
- Revisiting precautionary saving under ambiguity
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
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