Background Risk, Demand for Insurance, and Choquet Expected Utility Preferences
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- Meglena Jeleva, 1998. "Background Risk, Demand for Insurance and Choquet Expected Utility Preferences," Working Papers 98-52, Center for Research in Economics and Statistics.
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- repec:gam:jrisks:v:4:y:2016:i:1:p:8:d:66161 is not listed on IDEAS
- Amarante, Massimiliano & Ghossoub, Mario & Phelps, Edmund, 2015.
"Ambiguity on the insurer’s side: The demand for insurance,"
Journal of Mathematical Economics,
Elsevier, vol. 58(C), pages 61-78.
- Massimiliano AMARANTE & Mario GHOSSOUB & Edmund PHELPS, 2015. "Ambiguity on the Insurer’s Side : The Demand for Insurance," Cahiers de recherche 04-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2015. "Ambiguity on the insurer's side: the demand for insurance," Cahiers de recherche 2015-03, Universite de Montreal, Departement de sciences economiques.
- Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, Open Access Journal, vol. 4(1), pages 1-27, March.
- Johanna Etner & Sandrine Spaeter, 2010. "The impact of ambiguity on health prevention and insurance," Working Papers of BETA 2010-08, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Mario Ghossoub, 2016. "Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events," Risks, MDPI, Open Access Journal, vol. 4(3), pages 1-28, August.
- repec:wsi:ijitdm:v:11:y:2012:i:02:n:s0219622012400032 is not listed on IDEAS
- repec:eee:insuma:v:80:y:2018:i:c:p:15-28 is not listed on IDEAS
- Stanislaw Heilpern, 2002. "Using Choquet integral in economics," Statistical Papers, Springer, vol. 43(1), pages 53-73, January.
- Lin, Wen-chang & Lu, Jin-ray, 2012. "Risky asset allocation and consumption rule in the presence of background risk and insurance markets," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 150-158.
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