Competitive insurance market in the presence of ambiguity
From MaRDI portal
Publication:2427809
DOI10.1016/j.insmatheco.2011.09.001zbMath1235.91077OpenAlexW2066024864MaRDI QIDQ2427809
Publication date: 18 April 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.09.001
Related Items (5)
AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL ⋮ Optimal insurance under rank-dependent expected utility ⋮ The connection between distortion risk measures and ordered weighted averaging operators ⋮ Arrow's Theorem of the Deductible with Heterogeneous Beliefs ⋮ Ambiguity on the insurer's side: the demand for insurance
Cites Work
- Unnamed Item
- Ambiguity and the value of information: An almost-objective events analysis
- Career concerns and ambiguity aversion
- Maxmin expected utility with non-unique prior
- Additive representations of non-additive measures and the Choquet integral
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Insurance contracts with imprecise probabilities and adverse selection
- Differentiating ambiguity and ambiguity attitude
- Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
- How do information ambiguity and timing of contextual information affect managers' goal congruence in making investment decisions in good times vs. bad times?
- Risk, Ambiguity, and the Savage Axioms
- Subjective Probability and Expected Utility without Additivity
- A Smooth Model of Decision Making under Ambiguity
This page was built for publication: Competitive insurance market in the presence of ambiguity