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Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - In: Journal of risk and uncertainty : JRU 47 (2013) 2, pp. 199-224
Persistent link: https://www.econbiz.de/10010222373
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Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - In: Journal of Risk and Uncertainty 47 (2013) 2, pp. 199-224
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...
Persistent link: https://www.econbiz.de/10010863434
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Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - HAL - 2013
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...
Persistent link: https://www.econbiz.de/10010733707
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Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - Université Paris-Dauphine (Paris IX) - 2013
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...
Persistent link: https://www.econbiz.de/10010733986