COMPARATIVE STATICS UNDER MULTIPLE SOURCES OF RISK WITH APPLICATIONS TO INSURANCE DEMAND

被引：25

作者：

DIONNE, G

GOLLIER, C

机构：

[1] UNIV MONTREAL,CTR RECH TRANSPORTS,MONTREAL H3C 3J7,QUEBEC,CANADA

[2] GRP HEC,DEPT FINANCE,F-78350 JOUY EN JOSAS,FRANCE

来源：

GENEVA PAPERS ON RISK AND INSURANCE THEORY | 1992年 / 17卷 / 01期

关键词：

INSURANCE DEMAND; MULTIPLE SOURCES OF RISK; COMPARATIVE STATICS; INCREASES IN RISK;

D O I：

10.1007/BF00941955

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In this paper we propose an answer to the following problem of comparative statics in models with multiple sources of risk: How a risk averse agent will change his coinsurance demand when the distribution of the insurable loss is shifted? To answer the question, we first comment on Jack Meyer's results and then we show how an alternate approach leads to more definitive comparative statics.

引用

页码：21 / 33

页数：13

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