Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
扩展了Roth和Rothblum的模型，将分歧点本身也视为有风险的情况，分析风险厌恶程度变化对谈判结果的影响，发现当潜在协议使玩家2更差时，玩家2风险厌恶增加可能反而对玩家1有利。
According to this paper, the analysis of the Nash bargaining problem with risky outcomes must include the cases where the disagreement outcome itself is risky as well. Thus, one generalizes the Roth and Rothblum results to models with risky disagreement outcome as well. It turns out that their result will depend, in some cases, upon the «degree of change» in risk aversion. Particularly, when the potential agreement, has an outcome which makes player 2 worse off compared to the disagreement, and if the disagreement does not dominate that outcome (i.e., its support contains a worse outcome), then when player 2 becomes «sufficiently» more risk averse player 1 becomes better off. Thus one obotains that increase in risk aversion may be disadvantageous to player 2 even if the risky disagreement is preferred to some outcome of the (risky) agreement