Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
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Publication:2665837
DOI10.1016/j.insmatheco.2020.06.007zbMath1475.91301OpenAlexW2902988089MaRDI QIDQ2665837
Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.06.007
risk sharingrank-dependent expected utilitycomparative risk aversionfirm-commitment contractoptimal underwriting
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