Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand
AbstractIn this paper we propose an answer to the following problem of comparative statics in models with multiple sources of risk: How a risk averse agent will change his coinsurance demand when the distribution of the insurable loss is shifted? To answer the question, we first comment on Jack Meyer's results and then we show how an alternate approach leads to more definitive comparative statics. The Geneva Papers on Risk and Insurance Theory (1992) 17, 21â33. doi:10.1007/BF00941955
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Bibliographic InfoPaper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9133.
Length: 8 pages
Date of creation: 1991
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insurance ; demand ; risk;
Other versions of this item:
- Georges Dionne & Christian Gollier, 1992. "Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 17(1), pages 21-33, June.
- Dionne, G. & Gollier, C., 1991. "Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand," Cahiers de recherche 9133, Universite de Montreal, Departement de sciences economiques.
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- Suyeol Ryu & Iltae Kim, 2005. "Portfolio Choice for Increases in Risk and Prudence Revisited," Journal of Economics, Springer, vol. 86(3), pages 293-300, December.
- Gollier, Christian, 2009.
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- Guiso, Luigi & Jappelli, Tullio, 1996. "Background Uncertainty and the Demand for Insurance Against Insurable Risks," CEPR Discussion Papers 1423, C.E.P.R. Discussion Papers.
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