Inference under stability of risk preferences

DOI10.3982/QE511MaRDI QIDQ4586261zbMATH OpenFDO

Authors Levon Barseghyan, Francesca Molinari, Joshua C. Teitelbaum

Publication date 12 September 2018

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 3.0 Unported

Full work available at URL https://doi.org/10.3982/QE511

zbMATH Keywords

inferenceinsurancepartial identificationrevealed preferencerisk preferencesstability

Mathematics Subject Classification ID

Individual preferences (91B08)

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Cited in

(9)

• More on random utility models with bounded ambiguity
• Bounding preference parameters under different assumptions about beliefs: a partial identification approach
• From aggregate betting data to individual risk preferences
• Heterogeneous Choice Sets and Preferences
• Risk Preference Types, Limited Consideration, and Welfare
• Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
• Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari
• Identification in discrete choice models with imperfect information
• The impact of intermediaries on insurance demand and pricing

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