Prudence probability premium

DOI10.1016/J.ECONLET.2010.07.010zbMath1205.91084OpenAlexW2020676669MaRDI QIDQ613420

Paan Jindapon

Publication date: 20 December 2010

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.07.010

zbMATH Keywords

prudencerisk aversiondownside riskrisk apportionmentprobability premium

Mathematics Subject Classification ID

Related Items (3)

The probability premium: a graphical representation ⋮ The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence ⋮ The monetary utility premium and interpersonal comparisons

Cites Work

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• Greater downside risk aversion in the large
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• Degree of downside risk aversion and self-protection
• A note on comparative downside risk aversion
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Risk Aversion in the Small and in the Large

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