A note on changes in additive risky benefits and risky costs

DOI10.1111/IJET.12367zbMATH Open1530.91134MaRDI QIDQ6053643FDOQ6053643

Authors: Mario Menegatti 

Publication date: 23 October 2023

Published in: International Journal of Economic Theory (Search for Journal in Brave)

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• Multiplicative Background Risk

zbMATH Keywords

self-protectionsavingadditive risksrisky benefitrisky cost

Mathematics Subject Classification ID

Decision theory (91B06) Risk models (general) (91B05)

Cites Work

• Stochastic Dominance
• Optimal prevention and prudence in a two-period model
• Consistency of higher order risk preferences
• Mixed risk aversion
• New results on high-order risk changes
• Increasing outer risk
• Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
• On relative and partial risk attitudes: theory and implications
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Risky targets and effort
• Optimal prevention and other risks in a two-period model

Cited In (1)

• Beyond cash-additive risk measures: when changing the numéraire fails

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