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Background risk and self-protection

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Publication:429154
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DOI10.1016/J.ECONLET.2011.10.018zbMath1241.91107OpenAlexW1983234304MaRDI QIDQ429154

Kangoh Lee

Publication date: 26 June 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.10.018


zbMATH Keywords

prudenceself-protectionbackground risk


Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)


Related Items (2)

Precautionary self-insurance-cum-protection ⋮ Background risk, bivariate risk attitudes, and optimal prevention




Cites Work

  • Self-insurance, self-protection and increased risk aversion
  • Risk aversion and self-insurance
  • Preservation of More risk averse under expectations
  • Risk aversion and self-insurance-cum-protection
  • Risk Aversion with Random Initial Wealth
  • Standard Risk Aversion




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