Optimal insurance under adverse selection and ambiguity aversion
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Publication:345188
DOI10.1007/s00199-015-0926-3zbMath1367.91088OpenAlexW3125114638MaRDI QIDQ345188
Roman Kozhan, Kostas Koufopoulos
Publication date: 1 December 2016
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/149812/1/Optimal_Insurance_under_Adverse_Selection_and_Ambiguity_Aversion_ET_22_10_2015_.pdf
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Related Items (3)
Optimal contract for the principal-agent under Knightian uncertainty ⋮ Ambiguous implementation: the partition model ⋮ Contract withdrawals and equilibrium in competitive markets with adverse selection
Cites Work
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- (Neutrally) optimal mechanism under adverse selection: the canonical insurance problem
- Insurance contracts with imprecise probabilities and adverse selection
- Interim efficiency with MEU-preferences
- A behavioral characterization of plausible priors
- Ambiguity and the Bayesian Paradigm
- Efficient and Durable Decision Rules with Incomplete Information
- Ambiguity and Rational Expectations Equilibria
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- A GAME THEORETIC FOUNDATION OF COMPETITIVE EQUILIBRIA WITH ADVERSE SELECTION
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