Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes

B-Tier
Journal: Journal of Risk and Uncertainty
Year: 2013
Volume: 47
Issue: 2
Pages: 199-224

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We study comparative statics of Nth-degree risk increases within a large class of problems that involve bidimensional payoffs and additive or multiplicative risks. We establish necessary and sufficient conditions for unambiguous impact of Nth-degree risk increases on optimal decision making. We develop a simple and intuitive approach to interpret these conditions : novel notions of directional Nth-degree risk aversion that are characterized via preferences over lotteries. Copyright Springer Science+Business Media New York 2013

Technical Details

RePEc Handle
repec:kap:jrisku:v:47:y:2013:i:2:p:199-224
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25