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Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information

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  • : Kostas Koufopoulos
  • : Roman Kozhan

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  • : Kostas Koufopoulos & : Roman Kozhan, 2013. "Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information," Working Papers wpn13-13, Warwick Business School, Finance Group.
  • Handle: RePEc:wbs:wpaper:wpn13-13
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    File URL: http://web.warwick.ac.uk/fac/soc/financeRepec/Repec/2013/KoufopoulosKozhan2013WIAIMAI.pdf
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    References listed on IDEAS

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    1. Arthur Snow, 2010. "Ambiguity and the value of information," Journal of Risk and Uncertainty, Springer, vol. 40(2), pages 133-145, April.
    2. Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December.
    3. Johanna Etner & Meglena Jeleva & Jean‐Marc Tallon, 2012. "Decision Theory Under Ambiguity," Journal of Economic Surveys, Wiley Blackwell, vol. 26(2), pages 234-270, April.
    4. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2005. "A Smooth Model of Decision Making under Ambiguity," Econometrica, Econometric Society, vol. 73(6), pages 1849-1892, November.
    5. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April.
    6. Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2010. "Ambiguity in Asset Markets: Theory and Experiment," Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1325-1359, April.
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    Cited by:

    1. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Post-Print halshs-01109639, HAL.
    2. Jeleva, Meglena & Tallon, Jean-Marc, 2016. "Ambiguïté, comportements et marchés financiers," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(1-2), pages 351-383, Mars-Juin.
    3. Hiroaki Sakamoto, 2014. "Public Bads, Heterogeneous Beliefs, and the Value of Information," Discussion papers e-13-009, Graduate School of Economics Project Center, Kyoto University.
    4. Chiara FALCO & Douch KONG & Valentina ROTONDI & Valeria SPELTA, 2016. "Investment, Insurance and Weather Shocks: Evidence from a Lab Experiment in Cambodia," Departmental Working Papers 2016-10, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    5. Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
    6. Mingli Zheng & Chong Wang & Chaozheng Li, 2016. "Insurance Contracts with Adverse Selection When the Insurer Has Ambiguity about the Composition of the Consumers," Annals of Economics and Finance, Society for AEF, vol. 17(1), pages 179-206, May.

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