Risk aversion with two risks: A theoretical extension
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DOI: 10.1016/j.jmateco.2016.01.002
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Citations
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Cited by:
- Yuanying Guan & Muqiao Huang & Ruodu Wang, 2024. "A new characterization of second-order stochastic dominance," Papers 2402.13355, arXiv.org, revised Sep 2024.
- Denuit, Michel M. & Mesfioui, Mhamed, 2017. "Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 1-5.
- Denuit, Michel & Robert, Christian Y., 2021. "Stop-loss protection for a large P2P insurance pool," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 210-233.
- Christophe Muller, 2019.
"Social Shock Sharing and Stochastic Dominance,"
Working Papers
halshs-02005735, HAL.
- Christophe Muller, 2019. "Social Shock Sharing and Stochastic Dominance," AMSE Working Papers 1903, Aix-Marseille School of Economics, France.
- Wong, Kit Pong, 2021. "Comparative risk aversion with two risks," Journal of Mathematical Economics, Elsevier, vol. 97(C).
- He, Junnan & Tang, Qihe & Zhang, Huan, 2016. "Risk reducers in convex order," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 80-88.
- Wong, Kit Pong, 2022. "Diversification and risk attitudes toward two risks," Journal of Mathematical Economics, Elsevier, vol. 102(C).
- Denuit, Michel & Trufin, Julien & Verdebout, Thomas, 2021. "Testing for more positive expectation dependence with application to model comparison," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 163-172.
- Crainich, David & Eeckhoudt, Louis & Courtois, Olivier Le, 2020.
"Intensity of preferences for bivariate risk apportionment,"
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- David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2020. "Intensity of preferences for bivariate risk apportionment," Post-Print hal-03133126, HAL.
- Denuit, Michel & Trufin, Julien & Verdebout, Thomas, 2021. "Testing for more positive expectation dependence with application to model comparison," LIDAM Discussion Papers ISBA 2021021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
Risk aversion; Risk apportionment; Background risk; Expectation dependence; Bivariate utility function;All these keywords.
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