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Mean-Preserving Changes in Risk with Tail-Dominance

Author

Listed:
  • Eeckhoudt, L.
  • Hansen, P.

Abstract

Dans Ce Papier Nous Indiquons Comment la Classe des Changements de Risque Definie Par Rothschild et Stiglitz Peut Etre Restreinte En Vue D'obtenir Dans Tous les Cas des Resultats Non Ambigus de Statique Comparative. Nous Proposons de Considerer des Changements de Risque Avec Dominance Stochastique Dans les Extremites de la Densite, Ce Qui Nous Permet de Generaliser la Classe des "Strong Increases in Risk" Presentee Par Meyer et Ormiston. les Changements de Risque Avec Dominance Dans les Queues de la Densite Nous Fournissent une Explication Intuitive de la Raison Pour Laquelle L'approche de Rothschild et Stiglitz Ne Donne Pas Dans Tous les Cas des Resultats Clairs de Statique Comparative.

Suggested Citation

  • Eeckhoudt, L. & Hansen, P., 1984. "Mean-Preserving Changes in Risk with Tail-Dominance," Cahiers de recherche 8413, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:8413
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    Cited by:

    1. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
    2. Jean-Louis Combes, 1996. "Epargne de précaution et stabilisation optimale des prix des produits agricoles d'exportation," Revue Économique, Programme National Persée, vol. 47(4), pages 983-994.
    3. Dionne, Georges & Pellerin, Marc, 1987. "Investissement en incertitude : extension du problème de la taille optimale d’une usine," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 256-281, juin et s.
    4. Ormiston, Michael B. & E. Schlee, Edward, 1999. "Comparative statics tests between decision models under risk," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 145-166, October.

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