Similar Search Results

Narrow search

Subjective probability and stochastic independence

Monet, Benjamin; Vergopoulos, Vassili - In: Journal of mathematical economics 103 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014230192

Expected utility theory with imprecise probability perception : explaining preference reversals

Bayrak, Oben K.; Hey, John Denis - In: Applied economics letters 24 (2017) 13/15, pp. 906-910

Persistent link: https://www.econbiz.de/10011714395

Belief revision generalized : a joint characterization of Bayes' and Jeffrey's rules

Dietrich, Franz; List, Christian; Bradley, Richard - In: Journal of economic theory 162 (2016), pp. 352-371

Persistent link: https://www.econbiz.de/10011593121

Scoring rules for subjective probability distributions

Harrison, Glenn W.; Martínez-Correa, Jimmy; Swarthout, … - In: Journal of economic behavior & organization : JEBO 134 (2017), pp. 430-448

Persistent link: https://www.econbiz.de/10011740798

Expected utility optimization with convolutional stochastically ordered returns

Gauchon, Romain; Barigou, Karim - In: Risks : open access journal 12 (2024) 6, pp. 1-19

Expected utility theory is critical for modeling rational decision making under uncertainty, guiding economic agents as …

Persistent link: https://www.econbiz.de/10014636719

Inference on consensus ranking of distributions

Kaplan, David M. - 2020

Persistent link: https://www.econbiz.de/10012390824

Learning and dynamic choices under uncertainty : from weighted regret and rejoice to expected utility

Zagonari, Fabio - 2016

behavioural models suggested by psychology (i.e., weighted probabilities applied to regret and rejoice theory), and by updating …

Persistent link: https://www.econbiz.de/10011703316

Optimal reinsurance with heterogeneous reference probabilities

Boonen, Tim J. - In: Risks : open access journal 4 (2016) 3, pp. 1-11

This paper studies the problem of optimal reinsurance contract design. We let the insurer use dual utility, and the premium is an extended Wang's premiumprinciple. The novel contribution is that we allow for heterogeneity in the beliefs regarding the underlying probability distribution. We...

Persistent link: https://www.econbiz.de/10011507657

Some properties of subjective probabilities induced by optimal expectations

Iwaki, Hideki; Osaki, Yusuke - In: Finance research letters 7 (2010) 2, pp. 98-102

Persistent link: https://www.econbiz.de/10009272768

On the robustness of indeterminacy in subjective probability

Chew, Soo-Hong; Wang, Wenqian - In: Economics letters 188 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012227825

A service of the

zbw