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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
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    File URL: http://www2.econ.osaka-u.ac.jp/library/global/dp/0617.pdf
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    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

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