Risk aversion with two risks: a theoretical extension

DOI10.1016/j.jmateco.2016.01.002zbMath1368.91114OpenAlexW2277181916MaRDI QIDQ268631

Jingyuan Li, Dongri Liu, Jianli Wang

Publication date: 15 April 2016

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2016.01.002

zbMATH Keywords

risk aversionexpectation dependencerisk apportionmentbackground riskbivariate utility function

Mathematics Subject Classification ID

Related Items (8)

Testing for more positive expectation dependence with application to model comparison ⋮ Intensity of preferences for bivariate risk apportionment ⋮ Stop-loss protection for a large P2P insurance pool ⋮ Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization ⋮ Risk reducers in convex order ⋮ Unnamed Item ⋮ Comparative risk aversion with two risks ⋮ Diversification and risk attitudes toward two risks

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