Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5077013 | Insurance: Mathematics and Economics | 2009 | 4 Pages |
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).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jingyuan Li,