Search Results - subject:"CARA utility function"

Optimal choice of crop insurance : the case of winter barley in France

Dorobantu, Diana; Pham, Gia Hien - In: Risks : open access journal 13 (2025) 12, pp. 1-28

a mix of both. By maximizing the farmer's CARA utility function, we show that in some cases, a mixed insurance strategy …

Persistent link: https://www.econbiz.de/10015561624

Validity of CARA function under expected utility

Yan, Yu; Tong, Yan; Wang, Yiming - In: Economics letters 247 (2025), pp. 1-3

Persistent link: https://www.econbiz.de/10015459997

Inflation and risky investments

Laurila, Hannu; Ilomäki, Jukka - In: Journal of risk and financial management : JRFM 13 (2020) 12/329, pp. 1-10

The paper uses a Walrasian two-period financial market model with informed and uninformed constant absolute risk averse (CARA) rational investors and noise traders. The investors allocate their initial wealth between risky assets and risk-free fiat money. The analysis concentrates on the effects...

Persistent link: https://www.econbiz.de/10012403996

Optimal investment for the insurers in Markov-modulated jump-diffusion models

Li, Jinzhi; Liu, Haiying - In: Computational economics 46 (2015) 1, pp. 143-156

Persistent link: https://www.econbiz.de/10011441047

Inflation and risky investments

Laurila, Hannu; Ilomäki, Jukka - In: Journal of Risk and Financial Management 13 (2020) 12, pp. 1-10

Persistent link: https://www.econbiz.de/10012611556