Changes in Background Risk and Risk Taking Behavior

Recommendations

Changes in multiplicative background risk and risk-taking behavior
Risk preferences and changes in background risk
The effects of FSD changes in multiplicative background risk on risk-taking attitude
Risk taking with additive and multiplicative background risks
Risk Vulnerability and the Tempering Effect of Background Risk
Effects of mortality risk on risk-taking behavior
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk*
Financial risk taking in the presence of correlated non-financial background risk

Cited in

(64)

Optimal saving in the presence of two risks
Complete monotonicity, background risk, and risk aversion
Comparative statics under uncertainty: The case of mean-variance preferences.
Talents, preferences and income inequality
Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
Health and portfolio choices: a diffidence approach
Left-side strong increases in risk and their comparative statics
Optimal Ramsey taxation with endogenous risk aversion
Bringing order to rankings of utility functions by strong increases in nth order aversion to risk
From poverty measurement to the measurement of downside risk
Proper prudence, standard prudence and precautionary vulnerability
Effects of mortality risk on risk-taking behavior
Changes in multiplicative background risk and risk-taking behavior
When Ross meets Bell: the linex utility function
Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage
Disentangling intertemporal substitution and risk aversion under the expected utility theorem
Sourcing decision under interconnected risks: an application of mean-variance preferences approach
Financial risk taking in the presence of correlated non-financial background risk
Some conditions for the equivalence between risk aversion, prudence and temperance
New results on the relationship among risk aversion, prudence and temperance
Dickman approximation in simulation, summations and perpetuities
Optimal saving and health prevention
Convex and decreasing absolute risk aversion is proper
Optimal risk sharing with background risk
Precautionary saving in the presence of other risks
Risk taking with background risk under recursive rank-dependent utility
Greater Arrow-Pratt (absolute) risk aversion of higher orders
Comparative ross risk aversion in the presence of mean dependent risks
Optimal insurance under multiple sources of risk with positive dependence
The effect of the background risk in a simple chance improving decision model
Prudence in bargaining: The effect of uncertainty on bargaining outcomes
Preserving the Rothschild-Stiglitz type of increasing risk with background risk
Risk aversion with two risks: a theoretical extension
The effects of FSD changes in multiplicative background risk on risk-taking attitude
Decreasing downside risk aversion and background risk
Optimal prevention and other risks in a two-period model
Ross risk vulnerability for introductions and changes in background risk
Optimal portfolio selection for an investor with asymmetric attitude to gains and losses
Decreasing ross risk aversion: higher-order generalizations and implications
General stochastic dominance rules
Higher-order risk vulnerability
The power of money: wealth effects in contests
Payoffs-beliefs duality and the value of information
Possibilistic risk aversion and coinsurance problem
A risk approach by credibility theory
Stochastic dominance and optimal portfolio
Basic risk aversion
Prudence and risk vulnerability in two-moment decision models
Comparing utility derivative premia under additive and multiplicative risks
Correlated risks, bivariate utility and optimal choices
Excluded losses and the demand for insurance
Risk taking with additive and multiplicative background risks
On cross-risk vulnerability
Portfolio choice under noisy asset returns
The design of optimal re-insurance contracts when losses are clustered
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions
Pricing insurance contracts with an existing portfolio as background risk
Price uncertainty and the heightening effect of background risk
Excess Verdicts Insurance
Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
On the nature of certainty equivalent functionals
Risk preferences and changes in background risk
Explicit solutions to an optimal portfolio choice problem with stochastic income
Slutzky equations and substitution effects of risks in terms of mean-variance preferences

This page was built for publication: Changes in Background Risk and Risk Taking Behavior

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4883108)