Erwartungsnutzentheorie, der Cumulative Prospect Theorie und der Conjoint Analyse drei Entscheidungsmodelle, mit denen sich das Präferenz- und …

This book revises the well-known capacity control problem in revenue management from the perspective of a risk …-averse decision-maker. Modelling an expected utility maximizing decision maker, the problem is formulated as a risk-sensitive Markov …Traditionally, revenue management models aim at a maximization of expected revenue, i.e. a risk-neutral decision …

, indeterminacy of equilibria in the Arrow-Debreu economy and in a stochastic overlapping-generations economy, dynamic asset-pricing … Equilibria and Knightian Uncertainty -- 7 Dynamic Programming -- 8 Dynamic Asset Pricing -- 9 Search and Knightian Uncertainty …

Economics and the Extended CCAPM -- Risk Pricing Models: Applications -- Uncertainty Economics -- Strategic Risk Control and … pricing. Risk models applied in industry and business, heath care, safety, the environment and regulation are used to … to introduce their elements). Principles of risk measurement, valuation and financial pricing as well as the economics of …