Optimal saving in the presence of two risks
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Publication:1028683
DOI10.1007/S00712-008-0049-4zbMath1163.91439OpenAlexW2065540028MaRDI QIDQ1028683
Publication date: 6 July 2009
Published in: Journal of Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00712-008-0049-4
Related Items (9)
Precautionary saving under many risks ⋮ Correlated risks, bivariate utility and optimal choices ⋮ Precautionary saving in the presence of labor income and interest rate risks ⋮ Comparative ross risk aversion in the presence of mean dependent risks ⋮ Pigouvian tax, abatement policies and uncertainty on the environment ⋮ The effects of stochastic wages and non-labor income on labor supply: update and extensions ⋮ Optimal reinsurance with regulatory initial capital and default risk ⋮ Labor supply with stochastic wage rate and non-labor income uncertainty ⋮ Unnamed Item
Cites Work
- Precautionary saving in the presence of other risks: a comment
- On risk aversion with two risks
- Optimal risk sharing with background risk
- Precautionary saving in the presence of other risks
- A new interpretation for the precautionary saving motive: a note
- Changes in Background Risk and Risk Taking Behavior
- Risk Vulnerability and the Tempering Effect of Background Risk
- Risk Aversion in the Small and in the Large
- On the conditions for precautionary saving
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