Risk Aversion with Random Initial Wealth
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(46)- On the willingness to pay to reduce risks of small losses
- The newsvendor problem under multiplicative background risk
- Multivariate risk premiums
- A note on comparative statics and stochastic dominance
- Aspects of optimal insurance demand when there are uninsurable risks
- Preservation of More risk averse under expectations
- Equilibrium asset prices with undiversifiable labor income risk
- Who buys and who sells options: the role of options in an economy with background risk
- Complete monotonicity, background risk, and risk aversion
- On risk aversion with two risks
- Univariate and multivariate measures of risk aversion and risk premiums
- Two-parameter decision models and rank-dependent expected utility
- The economics of adding and subdividing independent risks: Some comparative statics results
- The short-run shutdown decision when output price and initial wealth are random
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- Optimal per claim deductibility in insurance with the possibility of risky investments
- Preserving preference rankings under background risk
- Price index dispersion and utilitarian social evaluation
- Changes in multiplicative background risk and risk-taking behavior
- Risk aversion and risk vulnerability in the continuous and discrete case
- Utility maximization, risk aversion, and stochastic dominance
- Concavity, stochastic utility, and risk aversion
- Prevention as a Giffen good
- Convex and decreasing absolute risk aversion is proper
- Optimal risk sharing with background risk
- Precautionary saving in the presence of other risks
- Substituting one risk increase for another: a method for measuring risk aversion
- Duality and consumption decisions under income and price risk
- Risk aversion with two risks: a theoretical extension
- When Many Wrongs Make a Right
- A comment on two concepts of risk premia and certainty equivalents
- Self-insurance, self-protection and increased risk aversion
- Additive and multiplicative risk premiums with multiple sources of risk
- The firm under uncertainty: real and financial decisions
- Increases in risk aversion and the distribution of portfolio payoffs
- Background risk and self-protection
- Relative Importance of Risk Sources in Insurance Systems
- On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences.
- Effects of background risks on cautiousness with an application to a portfolio choice problem
- Excluded losses and the demand for insurance
- Risk taking with additive and multiplicative background risks
- On cross-risk vulnerability
- Pricing insurance contracts with an existing portfolio as background risk
- Risk index based uncertain portfolio selection with monotone increasing multiplicative background risk
- Temporal risk and the nature of induced preferences
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
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