Search Results - subject:"Utility function"

On the consistency of the individual behavior when facing higher-order risk attitudes

Colasante, Annarita; García-Segarra, Jaume; Riccetti, Luca - In: Finance research letters 50 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014245295

Diversification and risk attitudes toward two risks

Kit, Pong Wong - In: Journal of mathematical economics 102 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013539467

Objective rationality and recursive multiple priors

Ceron, Federica; Vergopoulos, Vassilios - In: Journal of mathematical economics 102 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013539503

On the relationship between comparisons of risk aversion of different orders

De Donno, Marzia; Menegatti, Mario - In: Journal of mathematical economics 102 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013539505

Mixed participating and unit-linked life insurance contracts : design, pricing and optimal strategy

Hanna, Vanessa; Hieber, Peter; Devolder, Pierre - In: Scandinavian actuarial journal 2022 (2022) 5, pp. 421-446

In many countries, the decline in interest rates has reduced the interest in traditional participating life insurance contracts with investment guarantees and has led to a shift to unit-linked policies without guarantees. We design a novel mixed insurance contract splitting premium payments...

Persistent link: https://www.econbiz.de/10013370703