Multiplicative risk apportionment
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Publication:991323
DOI10.1016/J.MATHSOCSCI.2010.03.003zbMATH Open1232.91230DBLPjournals/mss/WangL10OpenAlexW2125745636WikidataQ59356419 ScholiaQ59356419MaRDI QIDQ991323FDOQ991323
Authors: Jian-Li Wang, Jingyuan Li 
Publication date: 7 September 2010
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2010.03.003
Recommendations
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- New results for additive and multiplicative risk apportionment
- A general theory of risk apportionment
- Multivariate risk premiums
- Risk apportionment via bivariate stochastic dominance
- Apportioning of risks via stochastic dominance
- Multiplicative Background Risk
- scientific article; zbMATH DE number 1222264
- Risk apportionment: the dual story
- Additive and multiplicative risk premiums with multiple sources of risk
Cites Work
- Apportioning of risks via stochastic dominance
- Exploring higher order risk effects
- Mixed risk aversion
- Multiattribute utility satisfying a preference for combining good with bad
- The values of relative risk aversion and prudence: a context-free interpretation
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- Comparative higher-degree Ross risk aversion
Cited In (19)
- Health care investment: the case of multiple sources of risk
- The impact of prudence on optimal prevention revisited
- Precautionary saving in the presence of labor income and interest rate risks
- Title not available (Why is that?)
- Decreasing downside risk aversion and background risk
- Precautionary self-insurance-cum-protection
- Risk apportionment and multiply monotone targets
- Background risk, bivariate risk attitudes, and optimal prevention
- New results for additive and multiplicative risk apportionment
- Changes in multiplicative background risk and risk-taking behavior
- A note on changes in additive risky benefits and risky costs
- Intensity of preferences for bivariate risk apportionment
- Increases in skewness and three-moment preferences
- Multiplicative Background Risk
- Partitioning methods for multifactorial risk attribution
- A new interpretation of the condition for precautionary saving in the presence of an interest-rate risk
- Benchmark values for higher order coefficients of relative risk aversion
- Another look at risk apportionment
- Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
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