Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information
No abstract is available for this item.
|Date of creation:||2013|
|Date of revision:|
|Contact details of provider:|| Postal: Coventry, CV4 7AL|
Phone: +44 (0)24 76524118
Fax: +44 (0)24 76524167
Web page: http://web.warwick.ac.uk/fac/soc/financeRepec/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006.
"Ambiguity in Asset Markets: Theory and Experiment,"
Carlo Alberto Notebooks
27, Collegio Carlo Alberto, revised 2009.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2005.
"A Smooth Model of Decision Making under Ambiguity,"
Econometric Society, vol. 73(6), pages 1849-1892, November.
- Sujoy Mukerji & Peter Klibanoff, 2002. "A Smooth Model of Decision,Making Under Ambiguity," Economics Series Working Papers 113, University of Oxford, Department of Economics.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2002. "A smooth model of decision making under ambiguity," ICER Working Papers - Applied Mathematics Series 11-2003, ICER - International Centre for Economic Research, revised Apr 2003.
- Arthur Snow, 2010. "Ambiguity and the value of information," Journal of Risk and Uncertainty, Springer, vol. 40(2), pages 133-145, April.
- Itzhak Gilboa & David Schmeidler, 1989.
"Maxmin Expected Utility with Non-Unique Prior,"
- Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December.
- Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2012.
"Decision theory under ambiguity,"
PSE - Labex "OSE-Ouvrir la Science Economique"
When requesting a correction, please mention this item's handle: RePEc:wbs:wpaper:wpn13-13. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rong Leng)
If references are entirely missing, you can add them using this form.