The name is absent

Incremental Risk Vulnerability

References

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Eeckhoudt, L., Gollier, C. and Schlesinger, H. (1996), ”Changes in Background Risk
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Eeckhoudt, L., and Kimball, M.S. (1992), ”Background Risk, Prudence, and the
Demand for Insurance”, in Contributions to Insurance Economics, G. Dionne, ed.,
Kluwer Academic Publishers, Boston, 239-254.

Eichner, Th. and Wagener, A. (2003), “Variance Vulnerability, Background Risks,
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Franke, G., Stapleton, R.C. and Subrahmanyam, M.G. (1998), ”Who Buys and Who
Sells Options: The Role of Options in an Economy with Background Risk”, Journal
of Economic Theory, 82, 89-109.

Gollier, C. and Pratt, J. W. (1996), “Weak Proper Risk Aversion and the Tempering
Effect of Background Risk”, Econometrica, 64, 1109-1123.

Keenan, D.C. and Snow, A. (2003), “Locally Greater Vulnerability to Background
Risk”, The Geneva Papers on Risk and Insurance Theory, 28, 161-172.

Kihlstrom R.E., Romer D. and Williams S. (1981), “Risk Aversion with Random
Initial Wealth”, Econometrica, 49, 911-920.

Kimball, M.S. (1993), “Standard Risk Aversion”, Econometrica, 61, 589-64.

Meyer, P.J. and Meyer, J., (1998), “Changes in Background Risk and the Demand for
Insurance”, The Geneva Papers on Risk and Insurance Theory, 23, 29-40.

Nachman, D.C. (1982), “Preservation of ‘More Risk Averse’ under Expectations”,
Journal of Economic Theory, 28, 361-368.

Pratt, J.W. (1964), “Risk Aversion in the Small and in the Large”, Econometrica, 32,
122-136.

Pratt, J.W. and Zeckhauser, R.J. (1987), “Proper Risk Aversion”, Econometrica, 55,
143-154.

Rothschild, M. and Stiglitz J.E. (1970), “Increasing Risk: I. A definition”, Journal of
Economic Theory, 2, 225-243.

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