DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT
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Publication:5419643
DOI10.1017/asb.2014.3zbMath1291.91054OpenAlexW2121843584MaRDI QIDQ5419643
Christian Y. Robert, Pierre-E. Thérond
Publication date: 11 June 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2014.3
Related Items (3)
AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL ⋮ Worst-case moments under partial ambiguity ⋮ OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION
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- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
- The Dual Theory of Choice under Risk
- A Smooth Model of Decision Making under Ambiguity
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