The economics of adding and subdividing independent risks: Some comparative statics results
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Publication:1316419
DOI10.1007/BF01079631zbMath0789.90027OpenAlexW2004149300MaRDI QIDQ1316419
Christian Gollier, Michel Levasseur, Louis R. Eeckhoudt
Publication date: 12 June 1994
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01079631
law of large numbersinsurancediversificationmultiple risksabsolute risk aversionrisk-averse decision makers
Related Items (2)
Investment flexibility and the acceptance of risk ⋮ Proper prudence, standard prudence and precautionary vulnerability
Cites Work
- Risk-aversion, prudence and temperance
- Equilibrium asset prices with undiversifiable labor income risk
- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- Attractive Compounds of Unattractive Investments and Gambles
- Strong Increases in Risk and Their Comparative Statics
- Proper Risk Aversion
- Risk Aversion with Random Initial Wealth
- Increases in Risk and Linear Payoffs
- Risk Aversion in the Small and in the Large
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