AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL
From MaRDI portal
Publication:4563813
DOI10.1017/asb.2017.14zbMath1390.91182OpenAlexW2617939924MaRDI QIDQ4563813
Yoichiro Fujii, Hideki Iwaki, Yusuke Osaki
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2017.14
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Ambiguity aversion, higher-order risk attitude and optimal effort
- On relative and partial risk attitudes: theory and implications
- Optimal insurance design of ambiguous risks
- Ambiguity aversion and the propensities for self-insurance and self-protection
- Ambiguity aversion and trade
- Maxmin expected utility with non-unique prior
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Hopes and fears: The conflicting effects of risk ambiguity
- The dual theory of the smooth ambiguity model
- Competitive insurance market in the presence of ambiguity
- Ambiguity and robust statistics
- Pareto optima and equilibria when preferences are incompletely known
- Risk, Ambiguity, and the Savage Axioms
- Risk Exchange with Distorted Probabilities
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- Subjective Probability and Expected Utility without Additivity
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES
- A Smooth Model of Decision Making under Ambiguity
- DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT
