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Search: subject:"Variance premium"
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Theorie
18
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15
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variance premium
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mean-variance premium principle
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belief distortion
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ECONIS (ZBW)
41
RePEc
10
EconStor
2
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53
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date (oldest first)
1
Moral-hazard-free insurance : mean-
variance
premium
principle and rank-dependent utility theory
Xu, Zuo Quan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10014336334
Saved in:
2
Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
Saved in:
3
Ambiguity, long-run risks, and asset prices
Wei, Bin
-
2021
variance
premium
puzzle besides the puzzles of the equity premium, the risk-free rate, and the return predictability … the ambiguity aversion channel accounts for 77 percent of the
variance
premium
and 40 percent of the equity premium. …
Persistent link: https://www.econbiz.de/10012818998
Saved in:
4
Growth uncertainty, rational learning, and option prices
Babiak, Mykola
;
Kozhan, Roman
-
2021
Persistent link: https://www.econbiz.de/10012542894
Saved in:
5
Ambiguity, long-run risks, and asset prices
Wei, Bin
-
2021
variance
premium
puzzle besides the puzzles of the equity premium, the risk-free rate, and the return predictability … the ambiguity aversion channel accounts for 77 percent of the
variance
premium
and 40 percent of the equity premium. …
Persistent link: https://www.econbiz.de/10012617667
Saved in:
6
Reinsurance games with n
variance-premium
reinsurers : from tree to chain
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 706-728
Persistent link: https://www.econbiz.de/10014342973
Saved in:
7
Optimal insurance design under mean-variance preference with narrow framing
Liang, Xiaoqing
;
Jiang, Wenjun
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 59-79
Persistent link: https://www.econbiz.de/10014446726
Saved in:
8
Downside
variance
premium
, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
9
Optimal reinsurance contract in a Stackelberg game framework : a view of social planner
Han, Xia
;
Landriault, David
;
Li, Danping
- In:
Scandinavian actuarial journal
2024
(
2024
)
2
,
pp. 124-148
Persistent link: https://www.econbiz.de/10014520072
Saved in:
10
Stackelberg reinsurance chain under model ambiguity
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 329-360
Persistent link: https://www.econbiz.de/10014520548
Saved in:
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