Left-side relatively weak increases in risk and their comparative statics

S Ryu, I Kim - Journal of Economics, 2005 - Springer

This paper proposes the concept of a``simple increase in risk across r in the KLLS
sense''(sIR K (r)) for the subset of KLLS increases in risk defined by Kroll, Leshno, Levy, and …

被引用次数：2 相关文章所有 10 个版本

The Subclasses of First-Degree Stochastic Dominance (FSD) Shifts and Their Comparative Statics

I Kim, S Kim, S Ryu - Applied Economic Analysis of Information and Risk, 2020 - Springer

This chapter reviews cumulative distribution function (CDF) difference approach, the ratio
approach, and the deterministic transformation approach specifying common restrictions to …

Some Relationships Among FSD Shifts and RS Increases in Risk

I Kim, S Kim, S Ryu - Applied Economic Analysis of Information and Risk, 2020 - Springer

This chapter clarifies some relationships among the subclasses of FSD shifts and RS
increases in risk and shows that most subsets of CDF changes are defined by imposing …

The Subclasses of Rothschild and Stiglitz (RS) Increases in Risk and Their Comparative Statics

I Kim, S Kim, S Ryu - Applied Economic Analysis of Information and Risk, 2020 - Springer

This chapter overviews several subsets of Rothschild-Stiglitz (RS) increases in risk and
examines definitions, graphical examples and the comparative statics results of the subsets …

[PDF][PDF] The Comparative Statics for Linear Payoffs and Increases in Risk

I Kim, S Ryu - Korean Economic Review, 2006 - keapaper.kea.ne.kr

There are several studies concerning the comparative statics analysis considering specified
particular types of cumulative distribution function (CDF) changes which are subsets of …

[引用][C] Increases in risk with multiple crossing and their comparative statics

S Ryu, I Kim - Journal of Economic Studies, 2012

被引用次数：2 相关文章