Comparative higher-degree Ross risk aversion
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Publication:659150
DOI10.1016/J.INSMATHECO.2009.07.012zbMATH Open1231.91206OpenAlexW1988488575WikidataQ59356425 ScholiaQ59356425MaRDI QIDQ659150FDOQ659150
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.07.012
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Cites Work
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Mixed risk aversion
- Increasing outer risk
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- Proper prudence, standard prudence and precautionary vulnerability
Cited In (21)
- Comparative risk aversion
- Comparative ross risk aversion in the presence of mean dependent risks
- Multiplicative risk apportionment
- Decreasing downside risk aversion and background risk
- The monetary utility premium and interpersonal comparisons
- The Ross Characterization of Risk Aversion: Strengthening and Extension
- A note on the comparative statics approach to \(n\)th-degree risk aversion
- How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences?
- Substituting one risk increase for another: a method for measuring risk aversion
- Willingness to pay for stochastic improvements of future risk under different risk aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- Portfolio choice in the model of expected utility with a safety-first component
- Decreasing ross risk aversion: higher-order generalizations and implications
- Restricted increases in risk aversion and their application
- Comparing utility derivative premia under additive and multiplicative risks
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- Precautionary saving in the large: \(n\)th degree deteriorations in future income
- Stronger measures of higher-order risk attitudes
- A separation theorem for the weak \(s\)-convex orders
- Comparative ambiguity aversion and downside ambiguity aversion
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