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Search: subject:"Non-additive probability"
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Non-additive probability
7
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Ambiguity
5
Choquet integral
5
Theorie
5
Theory
5
Erwartungsnutzen
4
Expected utility
4
Knightian uncertainty
4
CAPM
3
Probability theory
3
Wahrscheinlichkeitsrechnung
3
Bayes-Statistik
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Bayesian inference
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Bid-ask spread
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Capacity
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Cost-efficiency
2
Decision theory
2
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2
Deductible contract
2
Economics of insurance
2
Entscheidung unter Risiko
2
Entscheidungstheorie
2
Geld-Brief-Spanne
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Nonlinear pricing
2
Optimal insurance
2
Option pricing theory
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Optionspreistheorie
2
Payoff distributional pricing
2
Probability distortion
2
Risiko
2
Risk
2
Versicherungsökonomik
2
Baconian probability
1
Bayesian learning
1
Belief
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Bid prices
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Choquet expectation
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Concave integral
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Ghossoub, Mario
4
Aliyev, Nihad
1
Even, Yaarit
1
He, Xue-zhong
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1
Ludwig, Alexander
1
Madan, Dilip B.
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Insurance / Mathematics & economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Homo oeconomicus : HOE ; journal of behavioral and institutional economics
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Ambiguous market making
Aliyev, Nihad
;
He, Xue-zhong
-
2017
Persistent link: https://www.econbiz.de/10011778179
Saved in:
2
Optimal insurance under rank-dependent expected utility
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 51-66
Persistent link: https://www.econbiz.de/10012058906
Saved in:
3
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 22-39
Persistent link: https://www.econbiz.de/10011990429
Saved in:
4
A Neyman-Pearson problem with ambiguity and nonlinear pricing
Ghossoub, Mario
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10011963863
Saved in:
5
Knightian uncertainty meets ranking theory
Spohn, Wolfgang
- In:
Homo oeconomicus : HOE ; journal of behavioral and …
34
(
2017
)
4
,
pp. 293-311
Persistent link: https://www.econbiz.de/10012225627
Saved in:
6
Cost-efficient contingent claims with market frictions
Ghossoub, Mario
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10011446032
Saved in:
7
Adapted hedging
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
Saved in:
8
Biased Bayesian learning with an application to the risk-free rate puzzle
Ludwig, Alexander
;
Zimper, Alexander
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 79-97
Persistent link: https://www.econbiz.de/10010388795
Saved in:
9
Decomposition-integral : unifying Choyuet and the concave integrals
Even, Yaarit
;
Lehrer, Ehud
- In:
Economic theory : official journal of the Society for …
56
(
2014
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010344342
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