Background Risk, Demand for Insurance and Choquet Expected Utility Preferences
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Other versions of this item:
- Meglena Jeleva, 2000. "Background Risk, Demand for Insurance, and Choquet Expected Utility Preferences," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 25(1), pages 7-28, June.
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Cited by:
- Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2020. "Optimal Insurance under Maxmin Expected Utility," Papers 2010.07383, arXiv.org.
- 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.
- 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, vol. 4(3), pages 1-28, August.
- R. A. Aliev & W. Pedrycz & O. H. Huseynov, 2012. "Decision Theory With Imprecise Probabilities," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 271-306.
- Ghossoub, Mario, 2019. "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 51-66.
- 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.
- Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2023. "Optimal insurance under maxmin expected utility," Finance and Stochastics, Springer, vol. 27(2), pages 467-501, April.
- Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, vol. 4(1), pages 1-27, March.
- Lu, Zhiyi & Meng, Shengwang & Liu, Leping & Han, Ziqi, 2018. "Optimal insurance design under background risk with dependence," Insurance: Mathematics and Economics, Elsevier, vol. 80(C), pages 15-28.
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