Adding one risk to another: generalizing the unavoidable (background) risk

Moawia Alghalith ()

Revista de Economía del Rosario, 2011, No 8958

Abstract: ResumenEste artículo ofrece una generalización del modelo de riezgo subyacente. En primer lugar, se relajan los supuestos de independencia. En segundo lugar, se adopta una forma funcional general. Tercero, se adopta un tipo de riesgo general. Adicionalmente se presenta una nueva forma general de riesgo subyacente.AbstractThis paper provides a complete generalization of the background risk models. In so doing, first, it relaxes the independence assumption. Second, it adopts a general functional form. Third, it adopts a general type of risk. Furthermore, it introduces a new general form of background risk.

Keywords: Background risk; uncertainty (search for similar items in EconPapers)
JEL-codes: D2 D8 (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:col:000151:008958

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