Comparative mixed risk aversion

Kais Dachraoui, Georges Dionne (), Louis Eeckhoudt and Philippe Godfroid
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Kais Dachraoui: Université de Montréal
Louis Eeckhoudt: Université Catholique de Louvain
Philippe Godfroid: Université Catholique de Louvain

No 00-10, Working Papers from HEC Montreal, Canada Research Chair in Risk Management

Abstract: Recently, Caballé and Pomansky (1996) proposed a formal definition of mixed risk aversion and characterized stochastic dominance in presence of such utility functions. However they did not study comparative mixed risk aversion. In this note we give a sufficient condition for analytic comparative mixed risk aversion.

Keywords: Mixed risk aversion; comparative mixed risk aversion; self-protection; willingness to pay; proper risk behavior (search for similar items in EconPapers)
JEL-codes: D80 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2000-10-01
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Working Paper: Comparative Mixed Risk Aversion (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:ris:crcrmw:2000_010

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