Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions
From MaRDI portal
Publication:1690076
DOI10.1186/s40488-017-0067-2zbMath1397.91220OpenAlexW2742435533WikidataQ59523041 ScholiaQ59523041MaRDI QIDQ1690076
Ričardas Zitikis, Martín Egozcue, Jiang Wu
Publication date: 18 January 2018
Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s40488-017-0067-2
uncertaintydecision theorybehavioral economicsstrategygamma distributiontwo-period economybackground risk model
Applications of statistics to economics (62P20) Decision theory (91B06) Microeconomic theory (price theory and economic markets) (91B24)
Related Items
Cites Work
- Unnamed Item
- Background risk models and stepwise portfolio construction
- Risk taking with additive and multiplicative background risks
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- Risk capital decomposition for a multivariate dependent gamma portfolio
- Asking price and price discounts: the strategy of selling an asset under price uncertainty
- Risk measurement in the presence of background risk
- Playing a trick on uncertainty
- An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer?
- Lifetime dependence modelling using a truncated multivariate gamma distribution
- Unexpected strategies
- Loss Aversion and Seller Behavior: Evidence from the Housing Market
- Price Differences in Almost Competitive Markets
- Gain from the two-envelope problem via information asymmetry: on the suboptimality of randomized switching
- Multiplicative Background Risk
- Randomized switching in the two-envelope problem
- Prospect Theory: An Analysis of Decision under Risk
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT
- Regular prices and sales
- Risk Vulnerability and the Tempering Effect of Background Risk
- An Optimal Threshold Strategy in the Two-Envelope Problem with Partial Information
- Existence and uniqueness of solutions of a semilinear differential equation
