Prudence probability premium

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 109
Issue: 1
Pages: 34-37

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Prudence probability premium is defined in the risk apportionment model (Eeckhoudt and Schlesinger, 2006). For an increase in downside risk, we show sufficient conditions for comparing the probability premiums between two individuals when the apportioned risk is small and large.

Technical Details

RePEc Handle
repec:eee:ecolet:v:109:y:2010:i:1:p:34-37
Journal Field
General
Author Count
1
Added to Database
2026-01-25