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Benchmark values for higher order coefficients of relative risk aversion

Author

Listed:
  • Michel Denuit

    (Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) - UCL - Université Catholique de Louvain = Catholic University of Louvain)

  • Béatrice Rey

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

No abstract is available for this item.

Suggested Citation

  • Michel Denuit & Béatrice Rey, 2014. "Benchmark values for higher order coefficients of relative risk aversion," Post-Print halshs-03353452, HAL.
    • Handle: RePEc:hal:journl:halshs-03353452
    DOI: 10.1007/s11238-013-9353-8
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    Cited by:

    1. Tao Yuqing & Mei Jie & Cheng Wen & Zou Sijie, 2019. "Precautionaryriority Effort Investment under Cross Risk Aversion," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 344-358, August.
    2. Donatella Baiardi & Marco Magnani & Mario Menegatti, 2020. "The theory of precautionary saving: an overview of recent developments," Review of Economics of the Household, Springer, vol. 18(2), pages 513-542, June.
    3. Tao Yuqing & Cheng Wen & Zou Sijie, 2018. "Priority Setting in Health Care with Disease and Treatment Risks," Journal of Systems Science and Information, De Gruyter, vol. 6(6), pages 552-562, December.
    4. Christophe Courbage & Richard Peter & Béatrice Rey, 2022. "Incentive and welfare effects of correlated returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 5-34, March.
    5. Hongxia Wang, 2019. "Generalized Multiplicative Risk Apportionment," Risks, MDPI, vol. 7(2), pages 1-9, June.
    6. Wong, Kit Pong, 2022. "Diversification and risk attitudes toward two risks," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    7. Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.

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