Substituting one risk increase for another: extension and application

DOI10.1016/J.ECONLET.2025.112185MaRDI QIDQ6957346zbMATH OpenFDO

Authors Jian-Li Wang, Hongxia Wang, Jingyuan Li

Publication date 16 July 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112185

zbMATH Keywords

rate of substitutionrisk apportionmentrisk increasesRoss risk aversion

Mathematics Subject Classification ID

Risk models (general) (91B05)

Cites work

• A note on comparative downside risk aversion
• Apportioning of risks via stochastic dominance
• Comparative higher-degree Ross risk aversion
• Decreasing ross risk aversion: higher-order generalizations and implications
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Prudence probability premium
• Risk Aversion in the Small and in the Large
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Standard Risk Aversion
• Substituting one risk increase for another: a method for measuring risk aversion
• The Ross Characterization of Risk Aversion: Strengthening and Extension

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