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Article
Comparative higher-degree Ross risk aversion
Insurance : Mathematics and Economics
  • Jingyuan LI, Huazhong University of Science and Technology, China
Document Type
Journal article
Publication Date
12-1-2009
Publisher
Elsevier BV
Keywords
  • Comparative statics,
  • Higher-degree Ross risk aversion,
  • Risk premium
Disciplines
Abstract

We 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).

DOI
10.1016/j.insmatheco.2009.07.012
Language
English
E-ISSN
18735959
Funding Information
This work is supported by the National Natural Science Foundation of China (General Program) 70602012.
Publisher Statement

Copyright © 2009 Elsevier B.V.

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Citation Information
Li, J. (2009). Comparative higher-degree Ross risk aversion. Insurance: Mathematics and Economics, 45(3), 333-336. doi: 10.1016/j.insmatheco.2009.07.012