Comparative higher-degree Ross risk aversion

DOI10.1016/J.INSMATHECO.2009.07.012zbMath1231.91206OpenAlexW1988488575WikidataQ59356425 ScholiaQ59356425MaRDI QIDQ659150

Jingyuan Li

Publication date: 10 February 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.07.012

zbMATH Keywords

comparative staticsrisk premiumhigher-degree ross risk aversion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (17)

Restricted increases in risk aversion and their application ⋮ Portfolio choice in the model of expected utility with a safety-first component ⋮ 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 ⋮ Substituting one risk increase for another: a method for measuring risk aversion ⋮ Stronger measures of higher-order risk attitudes ⋮ Comparative ross risk aversion in the presence of mean dependent risks ⋮ Precautionary saving in the large: \(n\)th degree deteriorations in future income ⋮ Decreasing ross risk aversion: higher-order generalizations and implications ⋮ How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences? ⋮ A note on the comparative statics approach to \(n\)th-degree risk aversion ⋮ Multiplicative risk apportionment ⋮ Willingness to pay for stochastic improvements of future risk under different 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

• Mixed risk aversion
• Proper prudence, standard prudence and precautionary vulnerability
• Higher-order generalizations of Arrow-Pratt and Ross risk aversion: a comparative statics approach
• A note on comparative downside risk aversion
• Increasing outer risk
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications

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