Precautionary saving in the large: \(n\)th degree deteriorations in future income
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Publication:2452229
DOI10.1016/j.jmateco.2013.12.004zbMath1297.91151OpenAlexW2004187761MaRDI QIDQ2452229
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
precautionary savingstochastic dominanceprecautionary premiumhigher degree risk increasemean preserving stochastic dominance
Related Items (7)
Comparing utility derivative premia under additive and multiplicative risks ⋮ Greater Arrow-Pratt (absolute) risk aversion of higher orders ⋮ A general theory of risk apportionment ⋮ Changes in risk and strategic interaction ⋮ Willingness to pay for stochastic improvements of future risk under different risk aversion ⋮ An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk ⋮ Revisiting precautionary saving under ambiguity
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- A new interpretation for the precautionary saving motive: a note
- A note on comparative downside risk aversion
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Risk attitudes and the value of risk transformations
- Risk Aversion in the Small and in the Large
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