Correlated risks, bivariate utility and optimal choices

M. Denuit, Louis Eeckhoudt and Mario Menegatti

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Keywords: Precautionary savings; background risk; bivariate higher order increasing concave stochastic dominance; risks correlation (search for similar items in EconPapers)
Date: 2011
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Published in Economic Theory, 2011, 46 (1), pp.39-54. ⟨10.1007/s00199-009-0500-y⟩

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Related works:
Journal Article: Correlated risks, bivariate utility and optimal choices (2011)
Working Paper: Correlated risks, bivariate utility and optimal choices (2011)
Working Paper: Correlated risks, bivariate utility and optimal choices (2011)
Working Paper: Correlated risks, bivariate utility and optimal choices (2010)
Working Paper: Correlated risks, bivariate utility and optimal choices (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00485748

DOI: 10.1007/s00199-009-0500-y

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