Distortion risk measures, ambiguity aversion and optimal effort
From MaRDI portal
Publication:5419643
Recommendations
- Ambiguity aversion, higher-order risk attitude and optimal effort
- Optimal insurance contracts under distortion risk measures with ambiguity aversion
- What attitudes to risk underlie distortion risk measure choices?
- The impact of ambiguity and prudence on prevention decisions
- Ambiguous risk aversion under capacity
Cites work
- A Smooth Model of Decision Making under Ambiguity
- Ambiguity and the value of information
- Ambiguity aversion and the propensities for self-insurance and self-protection
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- Coherent measures of risk
- On the definition of risk aversion
- Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
- Risk Measures and Comonotonicity: A Review
- Risk, ambiguity and the Savage axioms
- Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- The Dual Theory of Choice under Risk
- Willingness to pay, the risk premium and risk aversion
Cited in
(9)- Ambiguous risk aversion under capacity
- Optimal insurance contracts under distortion risk measures with ambiguity aversion
- Ambiguity aversion, higher-order risk attitude and optimal effort
- Distorted probabilities and choice under risk
- An economic premium principle under the dual theory of the smooth ambiguity model
- Worst-case moments under partial ambiguity
- What attitudes to risk underlie distortion risk measure choices?
- A note on risky targets and effort
- Elicitable distortion risk measures: a concise proof
This page was built for publication: Distortion risk measures, ambiguity aversion and optimal effort
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5419643)
