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Comparative higher-degree Ross risk aversionInsurance : Mathematics and Economics
Document TypeJournal article
- Comparative statics,
- Higher-degree Ross risk aversion,
- Risk premium
AbstractWe provide generalized comparative global conditions for higher-degree Ross risk aversion, which are similar to those studied by Ross for risk aversion. This generalization corresponds to the special cases of comparative risk aversion as developed by Ross (1981) and of comparative downside risk aversion as developed by Modica and Scarsini (2005).
Copyright © 2009 Elsevier B.V.
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Citation InformationLi, J. (2009). Comparative higher-degree Ross risk aversion. Insurance: Mathematics and Economics, 45(3), 333-336. doi: 10.1016/j.insmatheco.2009.07.012