Risk preferences and changes in background risk

DOI10.1007/S11166-008-9031-3zbMath1136.91482OpenAlexW3125943962MaRDI QIDQ928719

Arthur Snow, Donald C. Rudow, Donald C. Keenan

Publication date: 11 June 2008

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11166-008-9031-3

zbMATH Keywords

Expected utilityRisk aversionPropernessStandardnessVulnerability

Mathematics Subject Classification ID

Related Items (7)

Changes in multiplicative background risk and risk-taking behavior ⋮ Comparing utility derivative premia under additive and multiplicative risks ⋮ When Ross meets Bell: the linex utility function ⋮ Ross risk vulnerability for introductions and changes in background risk ⋮ Health care investment: the case of multiple sources of risk ⋮ Decreasing ross risk aversion: higher-order generalizations and implications ⋮ Convex and decreasing absolute risk aversion is proper

Cites Work

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• Increasing risk: Some direct constructions
• 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

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