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~isPartOf:"Insurance / Mathematics & economics"
~subject:"CAPM"
~subject:"Rational expectations"
~subject:"Risk aversion"
~subject:"Wirtschaftswachstum"
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Insurance / Mathematics & economics
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146
NBER working paper series
143
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Risky asset allocation and consumption rule in the presence of background risk and insurance markets
Lin, Wen-chang
;
Lu, Jin-ray
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 150-158
Persistent link: https://www.econbiz.de/10009501690
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22
Precise large deviations of aggregate claims in a size-dependent renewal risk model
Chen, Yiqing
;
Yuen, Kam Chuen
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 457-461
Persistent link: https://www.econbiz.de/10009672170
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23
Characterization of left-monotone risk aversion in the RDEU model
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 413-422
Persistent link: https://www.econbiz.de/10009542257
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24
Ambiguity aversion, higher-order risk attitude and optimal effort
Huang, Rachel J.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 338-345
Persistent link: https://www.econbiz.de/10009544169
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25
Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
Zhu, Wenge
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 38-46
Persistent link: https://www.econbiz.de/10009157450
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26
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
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27
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
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28
Insurance bargaining under ambiguity
Huang, Rachel J.
;
Huang, Yi-chieh
;
Tzeng, Larry Y.
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 812-820
Persistent link: https://www.econbiz.de/10010227818
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29
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
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30
Comparative higher-degree Ross risk aversion
Li, Jingyuan
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 333-336
Persistent link: https://www.econbiz.de/10009517560
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