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The interaction between the demands for insurance and insurable assets

Eeckhoudt, Louis - In: Journal of risk and uncertainty : JRU 14 (1997) 1, pp. 25-39

Persistent link: https://www.econbiz.de/10001215686

Deterministic transformations of random variables and the comparative statics of risk

Meyer, Jack - In: Journal of risk and uncertainty : JRU 2 (1989) 2, pp. 179-188

Persistent link: https://www.econbiz.de/10001140059

Representing risk preferences in expected utility based decision models

Meyer, Jack - 2010

Persistent link: https://www.econbiz.de/10003964877

The theory of risk and risk aversion

Meyer, Jack - 2014

Persistent link: https://www.econbiz.de/10010366841

Comparative statics under uncertainty for a class of economic agents

Ormiston, Michael B. - In: Journal of economic theory 61 (1993) 2, pp. 412-422

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Two-parameter decision models and rank-dependent expected utility

Ormiston, Michael B. - In: Journal of risk and uncertainty : JRU 7 (1993) 3, pp. 273-282

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Wage uncertainty and competitive equilibrium in labour markets

Ormiston, Michael B. - In: Economica 61 (1994) 242, pp. 137-145

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Stochastic earnings functions, risk, and the rate of return to schooling

Low, Stuart A. - In: Southern economic journal 57 (1991) 4, pp. 1124-1132

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First and second degree transformations and comparative statics under uncertainty

Ormiston, Michael B. - In: International economic review 33 (1992) 1, pp. 33-44

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Chapter 3. The Theory of Risk and Risk Aversion

Meyer, Jack - In: Handbook of the economics of risk and uncertainty : volume 1, (pp. 99-133). 2014

Risk and risk aversion are important concepts when modeling how to choose from or rank a set of random variables. This chapter reviews and summarizes the definitions and related findings concerning risk aversion and risk in both a mean-variance and an expected utility decision model context.

Persistent link: https://www.econbiz.de/10014025529