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Cites work
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3348831 (Why is no real title available?)
- A Smooth Model of Decision Making under Ambiguity
- Alpha as ambiguity: robust mean-variance portfolio analysis
- Ambiguity aversion and trade
- Ambiguity, learning, and asset returns
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- Definitions of ambiguous events and the smooth ambiguity model
- Differentiating ambiguity and ambiguity attitude
- Dynamic consistency for non-expected utility preferences
- Increases in risk and deductible insurance
- Maxmin expected utility with non-unique prior
- Monotone Comparative Statics under Uncertainty
- Optimal insurance and generalized deductibles
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Recursive smooth ambiguity preferences
- Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results
- Risk, ambiguity and the Savage axioms
- The dual theory of the smooth ambiguity model
- The economics of risk and time
Cited in
(41)- Regret-based optimal insurance design
- Restricted increases in risk aversion and their application
- Optimal insurance design with random initial wealth
- Insurance bargaining under ambiguity
- Optimal XL-insurance under Wasserstein-type ambiguity
- Sharing ambiguous risks
- Optimal insurance under adverse selection and ambiguity aversion
- Reinsurance contracts under Stackelberg game and market equilibrium
- Optimal insurance design with a bonus
- A continuous-time optimal insurance design with costly monitoring
- Reinsurance contract design with heterogeneous beliefs and learning
- Ambiguity, optimism, and pessimism in adverse selection models
- Optimal insurance contract and coverage levels under loss aversion utility preference
- Optimal proportional reinsurance with a loss-dependent premium principle
- Insurance pricing under ambiguity
- Ambiguity on the insurer's side: the demand for insurance
- Optimal insurance design under belief-dependent utility and ambiguity
- On ambiguity apportionment
- Addressing ambiguity in randomized reinsurance contracts using belief functions
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
- S-shaped narrow framing, skewness and the demand for insurance
- Insurance contracts with imprecise probabilities and adverse selection
- An optimal insurance design problem under Knightian uncertainty
- Optimal insurance with divergent beliefs about insurer total default risk
- Ambiguous implementation: the partition model
- Arrow's theorem of the deductible with heterogeneous beliefs
- Ambiguity sharing and the lack of relative performance evaluation
- scientific article; zbMATH DE number 1996546 (Why is no real title available?)
- Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study
- An economic premium principle under the dual theory of the smooth ambiguity model
- Are generalized call-spreads efficient?
- Optimal insurance contracts under distortion risk measures with ambiguity aversion
- Optimal insurance under maxmin expected utility
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Optimal insurance design under background risk with dependence
- Robust reinsurance contracts with uncertainty about jump risk
- Optimal insurance under rank-dependent expected utility
- Optimal insurance design under asymmetric Nash bargaining
- Optimal insurance design under rank-dependent expected utility
- Optimal insurance design under Vajda condition and exclusion clauses
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
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