Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10003874064
Persistent link: https://www.econbiz.de/10009261011
Persistent link: https://www.econbiz.de/10002880872
The analysis of optimal risk sharing has been thus far largely restricted to nonexpected utility models with concave utility functions, where concavity is an expression of ambiguity aversion and/or risk aversion. This paper extends the analysis to α-maxmin expected utility, Choquet expected...
Persistent link: https://www.econbiz.de/10014325255