Stronger measures of higher-order risk attitudes
From MaRDI portal
Publication:1958964
DOI10.1016/j.jet.2010.03.005zbMath1245.91021OpenAlexW1996736669MaRDI QIDQ1958964
Louis R. Eeckhoudt, Michel M. Denuit
Publication date: 30 September 2010
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2010.03.005
Related Items (22)
Restricted increases in risk aversion and their application ⋮ Portfolio choice in the model of expected utility with a safety-first component ⋮ New results on high-order risk changes ⋮ Pareto utility ⋮ Decreasing downside risk aversion and background risk ⋮ Comparing utility derivative premia under additive and multiplicative risks ⋮ Greater Arrow-Pratt (absolute) risk aversion of higher orders ⋮ When Ross meets Bell: the linex utility function ⋮ Substituting one risk increase for another: a method for measuring risk aversion ⋮ Ross risk vulnerability for introductions and changes in background risk ⋮ Comparative ross risk aversion in the presence of mean dependent risks ⋮ On multivariate prudence ⋮ Precautionary saving in the large: \(n\)th degree deteriorations in future income ⋮ Decreasing ross risk aversion: higher-order generalizations and implications ⋮ Higher-order risk vulnerability ⋮ Health and portfolio choices: a diffidence approach ⋮ The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence ⋮ Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance ⋮ A note on the comparative statics approach to \(n\)th-degree risk aversion ⋮ A separation theorem for the weak \(s\)-convex orders ⋮ The monetary utility premium and interpersonal comparisons ⋮ Comparative ambiguity aversion and downside ambiguity aversion
Cites Work
- Unnamed Item
- Comparative higher-degree Ross risk aversion
- Apportioning of risks via stochastic dominance
- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
- Mixed risk aversion
- Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
- A note on comparative downside risk aversion
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- The s-convex orders among real random variables, with applications
- Risk Aversion in the Small and in the Large
- On \(s\)-convexity and risk aversion
This page was built for publication: Stronger measures of higher-order risk attitudes
