Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"
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- Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko, 2013. "Optimal insurance purchase strategies via optimal multiple stopping times," Papers 1312.0424, arXiv.org.
More about this item
KeywordsSubjective Probability; Heterogeneous Beliefs; Vigilance; Contingent Claims; Monotone Likelihood Ratio; Monotone Comparative Statics;
- D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
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