Ross risk vulnerability for introductions and changes in background risk

DOI10.1016/J.JMATECO.2012.04.003zbMATH Open1260.91124OpenAlexW2043555871MaRDI QIDQ451055FDOQ451055

Authors: Donald C. Keenan, Arthur Snow 

Publication date: 26 September 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.04.003

Recommendations

• Risk Vulnerability and the Tempering Effect of Background Risk
• Decreasing ross risk aversion: higher-order generalizations and implications
• Higher-order risk vulnerability
• Risk preferences and changes in background risk
• Changes in Background Risk and Risk Taking Behavior

zbMATH Keywords

expected utilitygreater ross risk aversiontemperance premium

Mathematics Subject Classification ID

Cites Work

• The economics of risk and time
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Changes in Background Risk and Risk Taking Behavior
• Risk Vulnerability and the Tempering Effect of Background Risk
• Risk Aversion in the Small and in the Large
• The logic of partial-risk aversion: Paradox lost
• Monotone Comparative Statics under Uncertainty
• On the Concavity of the Consumption Function
• Stronger measures of higher-order risk attitudes
• Proper Risk Aversion
• Standard Risk Aversion
• Title not available (Why is that?)
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Increasing risk: Some direct constructions
• Proper prudence, standard prudence and precautionary vulnerability
• Broadly decreasing risk aversion
• Portfolio Choices in the Presence of Other Risks
• Screening risk-averse agents under moral hazard: single-crossing and the CARA case
• Chebyshev's algebraic inequality and comparative statics under uncertainty
• Risk preferences and changes in background risk

Cited In (10)

• Comparative ross risk aversion in the presence of mean dependent risks
• Decreasing downside risk aversion and background risk
• Risk vulnerability: a graphical interpretation
• Risk taking with background risk under recursive rank-dependent utility
• Risk preferences and changes in background risk
• Decreasing ross risk aversion: higher-order generalizations and implications
• Comparing utility derivative premia under additive and multiplicative risks
• On cross-risk vulnerability
• When Ross meets Bell: the linex utility function
• Higher-order risk vulnerability

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