Similar Search Results

Pricing rules and Arrow-Debreu ambiguous valuation

Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - In: Economic theory : official journal of the Society for … 49 (2012) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10009427140

Vigilant measures of risk and the demand for contingent claims

Ghossoub, Mario - In: Insurance / Mathematics & economics 61 (2015), pp. 27-35

Persistent link: https://www.econbiz.de/10010515937

Equimeasurable rearrangements with capacities

Ghossoub, Mario - In: Mathematics of operations research 40 (2015) 2, pp. 429-445

Persistent link: https://www.econbiz.de/10011282696

Ambiguity on the insurer's side : the demand for insurance

Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund S. - 2014

Persistent link: https://www.econbiz.de/10011379005

Minimax regret approaches for preference elicitation with rank-dependent aggregators

Benabou, Nawal; Gonzales, Christophe; Perny, Patrice; … - In: EURO Journal on decision processes 3 (2015) 1/2, pp. 29-64

Persistent link: https://www.econbiz.de/10011311126

On optimal investment for a behavioral investor in multiperiod incomplete market models

Carassus, Laurence; Rásonyi, Miklós - In: Mathematical finance : an international journal of … 25 (2015) 1, pp. 115-153

Persistent link: https://www.econbiz.de/10011347239

Optimal insurance for a minimal expected retention : the case of an ambiguity-seeking insurer

Amarante, Massimiliano; Ghossoub, Mario - In: Risks : open access journal 4 (2016) 1, pp. 1-27

In the classical expected utility framework, a problem of optimal insurance design with a premium constraint is equivalent to a problem of optimal insurance design with a minimum expected retention constraint. When the insurer has ambiguous beliefs represented by a non-additive probability...

Persistent link: https://www.econbiz.de/10011443689

Behavioral portfolio selection : asymptotics and stability along a sequence of models

Reichlin, Christian - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 51-85

Persistent link: https://www.econbiz.de/10011550130

Stochastic multiobjective acceptability analysis for the Choquet integral preference model and the scale construction problem

Angilella, Silvia; Corrente, Salvatore; Greco, Salvatore - In: European journal of operational research : EJOR 240 (2015) 1, pp. 172-182

Persistent link: https://www.econbiz.de/10010491780

Ranking probability measures by inclusion indices in the case of unknown utility function

Bronevich, A. G.; Rozenberg, I. N. - In: Fuzzy optimization and decision making : a journal of … 13 (2014) 1, pp. 49-71

Persistent link: https://www.econbiz.de/10010412002