Distortion risk measures, ambiguity aversion and optimal effort
Year of publication: |
2014
|
---|---|
Authors: | Robert, Christian Yann ; Therond, Pierre-E. |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 2, p. 277-302
|
Subject: | Ambiguity | ambiguity aversion | comparative statics results | distortion risk measures | risk aversion | Theorie | Theory | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement |
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