Comparative higher-degree Ross risk aversion

Jingyuan Li

Insurance: Mathematics and Economics, 2009, vol. 45, issue 3, 333-336

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).

Keywords: Comparative; statics; Higher-degree; Ross; risk; aversion; Risk; premium (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (36)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:45:y:2009:i:3:p:333-336

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