Optimal insurance under maxmin expected utility
Year of publication: |
2023
|
---|---|
Authors: | Birghila, Corina ; Boonen, Tim J. ; Ghossoub, Mario |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 27.2023, 2, p. 467-501
|
Subject: | Ambiguity | Heterogeneous beliefs | Maxmin expected utility | Multiple priors | Optimal insurance | Erwartungsnutzen | Expected utility | Theorie | Theory | Versicherungsökonomik | Economics of insurance | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsbildung | Expectation formation |
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