Search Results - subject:"Rank dependent expected utility"

Optimal insurance to maximize RDEU under a distortion-deviation premium principle

Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. - In: Insurance / Mathematics & economics 104 (2022), pp. 35-59

Persistent link: https://www.econbiz.de/10013264935

Rank-dependent Expected Utility

Ghossoub, Mario; He, Xue Dong - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 6-22

Persistent link: https://www.econbiz.de/10012793906

Pareto-optimal reinsurance policies with maximal synergy

Jiang, Wenjun; Hong, Hanping; Ren, Jiandong - In: Insurance / Mathematics & economics 96 (2021), pp. 185-198

Persistent link: https://www.econbiz.de/10012482847

Tax preparers and tax evasion : punishing tax payers or tax preparers?

Marchese, Carla; Venturini, Andrea - In: FinanzArchiv : European journal of public finance 76 (2020) 2, pp. 191-214

Persistent link: https://www.econbiz.de/10012602320

Optimism and pessimism in bargaining and contests

Yang, Erya - In: International review of law and economics 64 (2020)

Persistent link: https://www.econbiz.de/10012512748

Investigation of the stochastic choice under risk using experimental data

Permana, Yudistira; Empel, Giovanni van; Pradiptyo, Rimawan - In: Gadjah Mada international journal of business 22 (2020) 2, pp. 137-150

Persistent link: https://www.econbiz.de/10012519111

Iterated Expectations under Rank-Dependent Expected Utility and Model Consistency

Stomper, Alex; Vierø, Marie-Louise - Economics Department, Queen's University - 2015

. We derive necessary and sufficient conditions for a similar valuation technique in the framework of rank-dependent … expected utility (RDU) when a decision maker has to choose between prospects that belong to a comonotonic class and his …

Persistent link: https://www.econbiz.de/10008529045

Revealed preference tests under risk and uncertainty

Polisson, Matthew; Quah, John K.-H. - Department of Economics, Leicester University - 2013

Consider a finite data set where each observation consists of a bundle of contingent consumption chosen from a constraint set of contingent consumption bundles. We develop a general procedure for testing the consistency of such a data set with a broad class of models of choice under risk or...

Persistent link: https://www.econbiz.de/10010721429

Credit markets with imperfect information : risk-aversion versus pessimism

Arcand, Jean-Louis L.; Macdonald, Stuart - In: Economics letters 165 (2018), pp. 35-38

Persistent link: https://www.econbiz.de/10011973820

Risk measures based on behavioural economics theory

Mao, Tiantian; Cai, Jun - In: Finance and stochastics 22 (2018) 2, pp. 367-393

Persistent link: https://www.econbiz.de/10011945793