A note on risky targets and effort

DOI10.1016/J.INSMATHECO.2017.01.001zbMath1422.91209OpenAlexW2570879218MaRDI QIDQ1681182

Kit Pong Wong

Publication date: 23 November 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/238752

zbMATH Keywords

stochastic dominanceeffortrisk apportionmentmonotone comparative staticsrisky targets

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06)

Related Items (8)

Portfolio choice in the model of expected utility with a safety-first component ⋮ How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences? ⋮ Comparative higher-order risk aversion and higher-order prudence ⋮ Self-protection with random costs ⋮ Comparative risk aversion with two risks ⋮ An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk ⋮ Optimal saving and health prevention ⋮ Diversification and risk attitudes toward two risks

Cites Work

• On relative and partial risk attitudes: theory and implications
• Apportioning of risks via stochastic dominance
• Mixed risk aversion
• Precautionary self-insurance-cum-protection
• Risky targets and effort
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• Minimizing a Submodular Function on a Lattice
• Monotone Comparative Statics

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