Ross risk vulnerability for introductions and changes in background risk
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DOI: 10.1016/j.jmateco.2012.04.003
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Cited by:
- Wang, Jianli & Li, Jingyuan, 2014. "Decreasing Ross risk aversion: Higher-order generalizations and implications," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 136-142.
- Maddalena Ferranna, 2017. "Does Inefficient Risk Sharing Increase Public Self-Protection?," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(1), pages 59-85, March.
- Denuit, Michel M. & Eeckhoudt, Louis & Schlesinger, Harris, 2013.
"When Ross meets Bell: The linex utility function,"
Journal of Mathematical Economics, Elsevier, vol. 49(2), pages 177-182.
- Denuit, M. & Eeckhoudt, L. & Schlesinger, H., 2011. "When Ross meets Bell: the linex utility function," LIDAM Discussion Papers ISBA 2011014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- DENUIT, Michel M. & EECKHOUDT, Louis & SCHLESINGER, Harris, 2013. "When Ross meets Bell: the linex utility function," LIDAM Reprints CORE 2496, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Denuit & L. Eeckhoudt & H. Schlesinger, 2013. "When ross meets bell: the linex utility function," Post-Print hal-00845936, HAL.
- Denuit, Michel & Eeckhoudt, Louis & Schlesinger, Harris, 2013. "When Ross meets Bell: The linex utility function," LIDAM Reprints ISBA 2013013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Maddalena Ferranna, 2017. "Does Inefficient Risk Sharing Increase Public Self-Protection?," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(1), pages 59-85, March.
- Heinzel, Christoph, 2023. "Comparing utility derivative premia under additive and multiplicative risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 23-40.
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Keywords
Expected utility; Greater Ross risk aversion; Temperance premium;All these keywords.
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