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Ambiguity Aversion in Competitive Insurance Markets with Asymmetric Information

Peter, Richard - 2019

We analyze the effect of ambiguous loss probabilities on competitive insurance markets with asymmetric information. We characterize equilibria under actuarially fair pricing with preferences that are second-order ambiguity averse (have smooth indifference curves). We also show existence of...

Persistent link: https://www.econbiz.de/10012890730

Insuring a risky investment project

Loubergé, Henri (contributor); Watt, Richard (contributor) - 2006

question the pertinence of expected utility theory on which the model is based. For some years now, several papers have made … attempts to provide foundations for a theory of insurance demand leading to less provocative comparative statics results. In …

Persistent link: https://www.econbiz.de/10003394331

Price-setting newsvendor problems with uncertain supply and risk aversion

Kazaz, Burak; Webster, Scott - In: Operations research 63 (2015) 4, pp. 807-811

Persistent link: https://www.econbiz.de/10011313228

Technical note : stochastic optimization with decisions truncated by positively dependent random variables

Chen, Xin; Gao, Xiangyu - In: Operations research 67 (2019) 5, pp. 1321-1327

Persistent link: https://www.econbiz.de/10012107775

Quality information acquisition and ordering decisions with risk aversion

Song, Yang; Fan, Tijun; Tang, Yuewu; Zou, Fengli - In: International journal of production research 59 (2021) 22, pp. 6864-6880

Persistent link: https://www.econbiz.de/10012652824

Risk management for the optimal order quantity by risk-averse suppliers of food raw materials

Lin, Tyrone T.; Hsu, Shu-Yen - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-17

order to establish a decision-making theory as a standard reference for optimization methods to satisfy the maximum expected …

Persistent link: https://www.econbiz.de/10011963933

Data-driven risk-averse newsvendor problems : developing the CVaR criteria and support vector machines

Chen, Zhen-Yu - In: International journal of production research 62 (2024) 4, pp. 1221-1238

Persistent link: https://www.econbiz.de/10014458529

The cost of risk-aversion in inventory management : an (s,S) case study

Angün, Mevlüde Ebru; Kleijnen, Jack P. C. - 2024

Persistent link: https://www.econbiz.de/10014484421

Integrative strategies for omnichannel order fulfillment with risk aversion

Li, Zonghuo; Wang, Junjin; Liu, Jiaguo - In: IEEE transactions on engineering management : EM ; a … 71 (2024), pp. 2729-2743

Persistent link: https://www.econbiz.de/10015405842

Cross-border commuting and migration intentions : the roles of risk aversion and time preference

Nowotny, Klaus - In: Contemporary economics 8 (2014) 2, pp. 137-156

This article analyses the effects of individual risk aversion and time preference on cross-border mobility intentions using a theoretical and empirical model. The paper extends the previous literature by considering both cross-border commuting and migration as modes of mobility. The theoretical...

Persistent link: https://www.econbiz.de/10010406276