Decreasing downside risk aversion and background risk

DOI10.1016/J.JMATECO.2014.05.009zbMath1305.91164MaRDI QIDQ406257

David Crainich, Olivier Le Courtois, Louis R. Eeckhoudt

Publication date: 8 September 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://www.ieseg.fr/wp-content/uploads/2013-ECO-21_crainich.pdf

zbMATH Keywords

risk vulnerabilitybackground riskdownside risk aversion

Mathematics Subject Classification ID

Related Items (3)

Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method ⋮ Health and portfolio choices: a diffidence approach ⋮ Self-insurance and saving under a two-argument utility framework

Cites Work

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• Substituting one risk increase for another: a method for measuring risk aversion
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• A note on comparative downside risk aversion
• Proper Risk Aversion
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Changes in Background Risk and Risk Taking Behavior
• Risk Vulnerability and the Tempering Effect of Background Risk
• Standard Risk Aversion
• Risk Aversion in the Small and in the Large

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