| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076804 | Insurance: Mathematics and Economics | 2012 | 10 Pages |
Abstract
⺠We characterize the left-monotone risk aversion for unbounded risk variables. ⺠We investigate some further properties of the location independent risk order. ⺠We remove the gap in the proof of the main result in Ryan (2006). ⺠The characterization of the right-monotone risk aversion is also mentioned.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tiantian Mao, Taizhong Hu,