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  • Search: subject:"State dependent utility"
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Year of publication
Subject
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state-dependent utility 9 Nutzen 3 Portfolio selection 3 Portfolio-Management 3 Risiko 3 Risk 3 Theorie 3 Theory 3 Utility 3 aggregation of beliefs 3 asset pricing 3 disagreement 3 efficient risk sharing 3 emotional state dependent utility 3 evolutionary perfect Bayesian equilibrium 3 negative reciprocity 3 perfect Bayesian equilibrium 3 pessimism 3 portfolio choices 3 Decision under uncertainty 2 Entscheidung unter Unsicherheit 2 Erwartungsnutzen 2 Expected utility 2 Pension fund 2 Pensionskasse 2 equity premium 2 equity premium puzzle 2 life-cycle investment 2 state dependent utility 2 stochastic optimal control 2 Aggregation 1 Altersvorsorge 1 Anlageverhalten 1 Bayes-Statistik 1 Bayesian inference 1 Bayesiaoism 1 Behavioural finance 1 Betriebliche Altersversorgung 1 CAPM 1 Control theory 1
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Online availability
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Free 16 CC license 1
Type of publication
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Book / Working Paper 13 Article 2 Other 1
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 4 Graue Literatur 3 Non-commercial literature 3 Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 13 Undetermined 3
Author
All
Friedman, Daniel 3 Gollier, Christian 3 Singh, Nirvikar 3 Danthine, Jean-Pierre 2 Donaldson, John B. 2 Giannikos, Christos 2 Guirguis, Hany 2 Pelsser, Antoon André Jean 2 Razgallah, Mohamed Anouar 2 Yang, Li 2 Hill, Brian 1 Kadane, Joseph B. 1 MONGIN, Philippe 1 Schervish, Mark J. 1 Seidenfeld, Teddy 1
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Institution
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CESifo 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 HAL 1 Swiss Finance Institute 1
Published in...
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CESifo Working Paper 2 CESifo Working Paper Series 2 CESifo working papers 2 CORE Discussion Papers 1 Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 1 FAME Research Paper Series 1 HEC Paris research paper series 1 Journal of pension economics and finance : JPEF 1 Netspar academic series 1 Post-Print / HAL 1 Risks : open access journal 1 Working Papers / Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1
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Source
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RePEc 7 ECONIS (ZBW) 6 EconStor 2 BASE 1
Showing 1 - 10 of 16
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Life insurance completeness : a path to hedging mortality and achieving financial optimization
In: Risks : open access journal 13 (2025) 5, pp. 1-21
financial market. Departing from traditional frameworks, we leverage state-dependent utility theory, discounted by the state …
Persistent link: https://www.econbiz.de/10015409017
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Benchmark-driven investment for DC pension plans
Pelsser, Antoon André Jean; Yang, Li - In: Journal of pension economics and finance : JPEF 23 (2024) 4, pp. 476-503
Persistent link: https://www.econbiz.de/10015154280
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The recovery potential for underfunded pension plans
Pelsser, Antoon André Jean; Yang, Li - 2022
Persistent link: https://www.econbiz.de/10013411738
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A non-Bayesian theory of state-dependent utility
Hill, Brian - 2018
Many decision situations involve two or more of the following divergences from subjective expected utility: imprecision of beliefs (or ambiguity), imprecision of tastes (or multi-utility), and state dependence of utility. Examples include multi-attribute decisions under uncertainty, such as some...
Persistent link: https://www.econbiz.de/10012120578
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The demand for health insurance in a multirisk context
Razgallah, Mohamed Anouar - Groupe d'Analyse et de Théorie Économique Lyon … - 2005
Using a model of bivariate decision under risk, we analyse the health insurance demand when there are two sources of risk: a health risk and an uninsurable one. We examine how the uninsurable risk affects the coverage of the health risk. We show that the determinants of the demand for health...
Persistent link: https://www.econbiz.de/10005056870
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The demand for health insurance in a multirisk context
Razgallah, Mohamed Anouar - HAL - 2005
Using a model of bivariate decision under risk, we analyse the health insurance demand when there are two sources of risk: a health risk and an uninsurable one. We examine how the uninsurable risk affects the coverage of the health risk. We show that the determinants of the demand for health...
Persistent link: https://www.econbiz.de/10008791254
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On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
Danthine, Jean-Pierre; Donaldson, John B.; Giannikos, … - Swiss Finance Institute - 2004
This paper introduces state dependent utility into the standard Mehra and Prescott (1985) economy by allowing the …
Persistent link: https://www.econbiz.de/10005612060
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Collective Risk-Taking Decisions with Heterogeneous Beliefs
Gollier, Christian - 2003
function of the group.s wealth level, or equivalently, that the representative agent has a state-dependent utility function. We …
Persistent link: https://www.econbiz.de/10010315801
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Collective Risk-Taking Decisions with Heterogeneous Beliefs
Gollier, Christian - CESifo - 2003
function of the group.s wealth level, or equivalently, that the representative agent has a state-dependent utility function. We …
Persistent link: https://www.econbiz.de/10005196319
Saved in:
Cover Image
Collective risk-taking decisions with heterogeneous beliefs
Gollier, Christian - 2003
function of the group.s wealth level, or equivalently, that the representative agent has a state-dependent utility function. We …
Persistent link: https://www.econbiz.de/10011507677
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