Ross risk vulnerability for introductions and changes in background risk

DOI10.1016/J.JMATECO.2012.04.003MaRDI QIDQ451055zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

expected utilitygreater ross risk aversiontemperance premium

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 1226089 (Why is no real title available?)
• Broadly decreasing risk aversion
• Changes in Background Risk and Risk Taking Behavior
• Chebyshev's algebraic inequality and comparative statics under uncertainty
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Increasing risk: Some direct constructions
• Monotone Comparative Statics under Uncertainty
• On the Concavity of the Consumption Function
• Portfolio Choices in the Presence of Other Risks
• Proper Risk Aversion
• Proper prudence, standard prudence and precautionary vulnerability
• Risk Aversion in the Small and in the Large
• Risk Vulnerability and the Tempering Effect of Background Risk
• Risk preferences and changes in background risk
• Screening risk-averse agents under moral hazard: single-crossing and the CARA case
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Standard Risk Aversion
• Stronger measures of higher-order risk attitudes
• The economics of risk and time
• The logic of partial-risk aversion: Paradox lost

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
• Higher-order risk vulnerability
• When Ross meets Bell: the linex utility function

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