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Optimal portfolio choice for an insurer with loss aversion

Guo, Wenjing - In: Insurance / Mathematics & economics 58 (2014), pp. 217-222

Persistent link: https://www.econbiz.de/10010437561

The effect of overconfidence on insurance demand

Bregu, Klajdi - In: The Geneva risk and insurance review 47 (2022) 2, pp. 298-326

Persistent link: https://www.econbiz.de/10013387197

Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households

Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503

Persistent link: https://www.econbiz.de/10010401955

How big are the ambiguity-based premiums on mortgage insurances?

Chen, Chang-Chih; Chang, Chia-Chien - In: The journal of real estate finance and economics 58 (2019) 1, pp. 133-157

Persistent link: https://www.econbiz.de/10012151885

Change in French households' financial investment flows between June 2013 and June 2014 and the impact on bancassurance groups

Bachellerie, Adeline; Ferrero, Guillaume; Feller, … - In: Banque de France bulletin / Quarterly selection of articles 36 (2014/2015), pp. 17-37

Persistent link: https://www.econbiz.de/10011457099

Empirical pricing kernels and investor preferences

Detlefsen, Kai (contributor); Härdle, Wolfgang (contributor) - 2007

This paper analyzes empirical market utility functions and pricing kernels derived from the DAX and DAX option data for three market regimes. A consistent parametric framework of stochastic volatility is used. All empirical market utility functions show a region of risk proclivity that is...

Persistent link: https://www.econbiz.de/10003633572