Dynamic mixture-averse preferences

DOI10.3982/ECTA12687MaRDI QIDQ4682712zbMATH OpenWikidataFDO

Authors Todd Sarver

Publication date 19 September 2018

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ECTA12687

zbMATH Keywords

insurance deductiblemixture aversionoptimal risk attitudeRabin paradoxstock market participation

Mathematics Subject Classification ID

Individual preferences (91B08)

Recommendations

• Intertemporal substitution, risk aversion and ambiguity aversion
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Cited in

(10)

• On the consensus effect
• Characterizing uncertainty aversion through preference for mixtures
• Dynamic Logit With Choice Aversion
• Dynamic theory of preferences: habit formation and taste for variety
• Adaptive risk assessments
• On concave functions over lotteries
• Managing anticipation and reference-dependent choice
• Adaptive preferences: an evolutionary model of non-expected utility and ambiguity aversion
• From local utility to neural networks
• Dynamic economics with quantile preferences

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