A comparative characterization of higher-order Ross more risk aversion

zbMATH Open1399.91044MaRDI QIDQ4642863FDOQ4642863

Authors Yougong Tian 

Publication date 25 May 2018

zbMATH Keywords

stochastic dominancerisk premiumrisk compensationincrease in riskhigher-order Ross more risk aversion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Comparative higher-degree Ross risk aversion
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Comparative higher-order risk aversion and higher-order prudence
• Decreasing ross risk aversion: higher-order generalizations and implications
• The Ross Characterization of Risk Aversion: Strengthening and Extension

Cited In (7)

• Comparative higher-degree Ross risk aversion
• The Ross Characterization of Risk Aversion: Strengthening and Extension
• A note on the comparative statics approach to \(n\)th-degree risk aversion
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Decreasing ross risk aversion: higher-order generalizations and implications
• Greater Arrow-Pratt (absolute) risk aversion of higher orders
• Comparative higher-order risk aversion and higher-order prudence

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