Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand

Georges Dionne () and Christian Gollier ()

The Geneva Risk and Insurance Review, 1992, vol. 17, issue 1, 33 pages

Abstract: In this paper we propose an answer to the following problem of comparative statics in models with multiple sources of risk: How a risk averse agent will change his coinsurance demand when the distribution of the insurable loss is shifted? To answer the question, we first comment on Jack Meyer's results and then we show how an alternate approach leads to more definitive comparative statics. The Geneva Papers on Risk and Insurance Theory (1992) 17, 21–33. doi:10.1007/BF00941955

Date: 1992
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Related works:
Working Paper: Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand (1991)
Working Paper: Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand (1991)
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