2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/226311An investor's risk aversion is assumed to tend to infinity. In a fairly general setting, we present conditions ensuring that the respective utility indifference prices of a given contingent claim converge to its super replication price.Probability91B16,91B28 (Primary) 93E20, 49L20 (Secondary)Risk-averse asymptotics for reservation pricestext