Title
Comparative higher-degree Ross risk aversion
Document Type
Journal article
Source Publication
Insurance : Mathematics and Economics
Publication Date
12-1-2009
Volume
45
Issue
3
First Page
333
Last Page
336
Publisher
Elsevier BV
Keywords
Comparative statics, Higher-degree Ross risk aversion, Risk premium
Abstract
We provide generalized comparative global conditions for higher-degree Ross risk aversion, which are similar to those studied by Ross for risk aversion. This generalization corresponds to the special cases of comparative risk aversion as developed by Ross (1981) and of comparative downside risk aversion as developed by Modica and Scarsini (2005).
DOI
10.1016/j.insmatheco.2009.07.012
Print ISSN
01676687
E-ISSN
18735959
Funding Information
This work is supported by the National Natural Science Foundation of China (General Program) 70602012.
Publisher Statement
Copyright © 2009 Elsevier B.V.
Access to external full text or publisher's version may require subscription.
Full-text Version
Publisher’s Version
Language
English
Recommended Citation
Li, J. (2009). Comparative higher-degree Ross risk aversion. Insurance: Mathematics and Economics, 45(3), 333-336. doi: 10.1016/j.insmatheco.2009.07.012
