Comparative Risk Aversion with Multiple Dependent Background Risks

Project Details

StatusFinished
Effective start/end date1/06/1331/05/15

Funding

  • LU Research Committee: HKD104,050.00

Funding Scheme

  • Direct Grant

Research Output

  • 2 Journal Article (refereed)

Confidence band for expectation dependence with applications

GUO, X. & LI, J., May 2016, In : Insurance : Mathematics and Economics. 68, p. 141-149 9 p.

Research output: Journal PublicationsJournal Article (refereed)

  • 2 Citations (Scopus)

    Risk aversion with two risks : a theoretical extension

    LI, J., LIU, D. & WANG, J., Mar 2016, In : Journal of Mathematical Economics. 63, p. 100-105 6 p.

    Research output: Journal PublicationsJournal Article (refereed)

  • 3 Citations (Scopus)