Comparing Risks with Unbounded Distributions

Alfred Mueller
Authors registered in the RePEc Author Service: Alfred Müller

Working Papers from Risk and Insurance Archive

Abstract: We extend the characterizations of increasing risks developed by Rothschild and Stiglitz (1970) to the case of unbounded probability distributions. We also consider the related notion of increasing risk about $\nu$ introduced by Landsberger and Meilijson (1990). Moreover, for some of the results we give new and more elegant proofs.

Keywords: increasing risk; stochastic dominance; mean preserving spreads (search for similar items in EconPapers)
Date: 1996-10
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Citations: View citations in EconPapers (1)

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Journal Article: Comparing risks with unbounded distributions (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:wop:riskar:026

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