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

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

Publisher Statement

Copyright © 2009 Elsevier B.V.

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Full-text Version

Publisher’s Version

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