Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
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Cited in
(20)- Living without state-independence of utilities
- On the risk-aversion comparability of state-dependent utility functions
- Mean utility preserving increases in risk for state dependent utility functions
- Rudiments of insurance purchasing: A graphical state-claims analysis
- Risk and risk aversion for state-dependent utility
- Characterizing the efficient set when preferences are state-dependent
- Optimal health insurance contract: is a deductible useful?
- Concavity, stochastic utility, and risk aversion
- A class of stochastic Fredholm-algebraic equations and applications in finance
- Stochastic dynamic utilities and intertemporal preferences
- Self-insurance, self-protection and increased risk aversion
- Comparative risk aversion for state-dependent preferences
- Time-inconsistent portfolio investment problems
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
- Equilibrium investment with random risk aversion
- Optimal consumption, investment, and insurance under state-dependent risk aversion
- Increasing risk with state-dependent preferences
- Conditional payments and self-protection
- Firm's hedging behavior without the expected utility hypothesis
- The value of a statistical life under ambiguity aversion
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