Non-zero-sum investment-reinsurance game with delay and ambiguity aversion
Year of publication: |
2024
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Authors: | He, Yong ; Luouyang, Xueqi ; He, Lin ; Chen, Haiyan ; Li, Sheng |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 73.2024, Art.-No. 102160, p. 1-26
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Subject: | Ambiguity aversion | Delay | Investment-reinsurance | Mean-variance preference | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Spieltheorie | Game theory | Entscheidungstheorie | Decision theory | Präferenztheorie | Theory of preferences | Entscheidung unter Risiko | Decision under risk | Experiment | Risikopräferenz | Risk attitude |
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