Exploring higher order risk effects
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Publication:3065359
DOI10.1111/J.1467-937X.2010.605.XzbMATH Open1202.91047OpenAlexW2083241432MaRDI QIDQ3065359FDOQ3065359
Authors: Harris Schlesinger, Cary A. Deck 
Publication date: 5 January 2011
Full work available at URL: https://doi.org/10.1111/j.1467-937x.2010.605.x
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- On multivariate prudence
- Multiplicative risk apportionment
- Precautionary saving in the presence of labor income and interest rate risks
- Risk aversion with two risks: a theoretical extension
- Nonmonotonic risk preferences over lottery comparison
- Moment Risks: Investment for Self and for a Firm
- On the predictions of cumulative prospect theory for third and fourth order risk preferences
- Testing for prudence and skewness seeking
- Moment characterization of higher-order risk preferences
- Uncertain indemnity and the demand for insurance
- The non-integer higher-order stochastic dominance
- Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
- Consistency of higher order risk preferences
- A note on the comparative statics approach to \(n\)th-degree risk aversion
- Prudence and the convexity of compensation contracts
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- New results for additive and multiplicative risk apportionment
- Risk apportionment: the dual story
- Detecting heterogeneous risk attitudes with mixed gambles
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- Risk behavior for gain, loss, and mixed prospects
- Policyholder exercise behavior in life insurance: the state of affairs
- Higher order risk attitudes, demographics, and financial decisions
- Framing effects on the strength of higher-order risk preferences
- Self-protection with random costs
- Decision making when things are only a matter of time
- Skewness seeking: risk loving, optimism or overweighting of small probabilities?
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