IDEAS home Printed from https://ideas.repec.org/p/osk/wpaper/0617.html
   My bibliography  Save this paper

A Note on Sufficient Conditions of Cross Risk Vulnerability

Author

Listed:
  • Yusuke Osaki

    (JSPS Research Fellow)

Abstract

This note gives sufficient conditions of cross risk vulnerability introduced by Malevergne and Rey (2005), which is the equivalent condition to guarantee that an unfair non-monetary background risk makes decision makers more risk averse. The sufficient conditions determined by this note expand the results for univariate utility function into bivariate utility functions.

Suggested Citation

  • Yusuke Osaki, 2006. "A Note on Sufficient Conditions of Cross Risk Vulnerability," Discussion Papers in Economics and Business 06-17, Osaka University, Graduate School of Economics.
  • Handle: RePEc:osk:wpaper:0617
    as

    Download full text from publisher

    File URL: http://www2.econ.osaka-u.ac.jp/library/global/dp/0617.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Background risk; cross risk vulnerabiilty; risk aversion.;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osk:wpaper:0617. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: The Economic Society of Osaka University (email available below). General contact details of provider: https://edirc.repec.org/data/feosujp.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.