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Separating the effects of beliefs and attitudes on pricing under ambiguity

Li, Wenhui; Wilde, Christian - 2021

regarding the realization likelihood of cash flows, the subjective attitude towards risk, and the attitude towards ambiguity … belief effects, the risk premiums, and the ambiguity premiums from each other. Both methods lead to similar results: Overall …

Persistent link: https://www.econbiz.de/10012485093

Dual moments and risk attitudes

Eeckhoudt, Louis; Laeven, Roger J. A. - In: Operations research 70 (2022) 3, pp. 1330-1341

Persistent link: https://www.econbiz.de/10013366078

Rationality and dynamic consistency under risk and uncertainty

Hammond, Peter J.; Zank, Horst - 2014

Persistent link: https://www.econbiz.de/10010366843

Rationality and dynamic consistency under risk and uncertainty

Hammond, Peter J.; Zank, Horst - 2013

Persistent link: https://www.econbiz.de/10010342733

On the attitude to risk and the decision-making behavior

Cocioc, Paul - In: Review of economic studies and research Virgil Madgearu 10 (2017) 1, pp. 27-46

Persistent link: https://www.econbiz.de/10011977644

A Theory of Decision-Making Under Risk as a Tradeoff between Expected Utility, Expected Utility Deviation and Expected Utility Skewness

Blavatskyy, Pavlo R. - 2014

This paper presents a new decision theory for modelling choice under risk. The new theory is a two … lotteries). The proposed theory can rationalize the fourfold pattern of risk attitudes; the common ratio effect and the reverse …

Persistent link: https://www.econbiz.de/10013046184

Optimal insurance under rank-dependent expected utility

Ghossoub, Mario - In: Insurance 87 (2019), pp. 51-66

Persistent link: https://www.econbiz.de/10012058906

Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization

Denuit, Michel; Mesfioui, Mhamed - In: Insurance 72 (2017), pp. 1-5

Persistent link: https://www.econbiz.de/10011691479

Chapter 2. Rationality and Dynamic Consistency Under Risk and Uncertainty

Hammond, Peter J.; Zank, Horst - In: Handbook of the economics of risk and uncertainty : volume 1, (pp. 41-97). 2014

weak preference ordering. For choice under risk (resp. uncertainty), preferences are assumed to be represented by the … objectively (resp. subjectively) expected value of a von Neumann-Morgenstern utility function. For choice under risk, this implies …

Persistent link: https://www.econbiz.de/10014025530

Rationalisable belief selection

Sun, Sidong - In: Economics letters 232 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014464138