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~subject:"Deductible contract"
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Deductible contract
Ambiguity
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Choquet integral
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Non-additive probability
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Entscheidung unter Unsicherheit
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Non-additive probability measures
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Bayesian learning
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non-additive probability
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Choquet expected utility
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Erwartungsnutzen
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Expected utility
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Knightian uncertainty
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Risk-free rate puzzle
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Truncated normal distribution
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CAPM
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Concave integral
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Non-additive Probability Measures
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Probability theory
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Wahrscheinlichkeitsrechnung
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ambiguity
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distorted capacity
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distortion risk measure
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quantile function with respect to a capacity
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Bayes-Statistik
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Bayesian Learning
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Bid-ask spread
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Choquet Expected Utility Theory
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Choquet expected utility theory
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Cost-efficiency
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Decision making
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Decomposition-integral
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Economics of insurance
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Ghossoub, Mario
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Insurance / Mathematics & economics
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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
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2
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
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