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Utility-consistent valuation schemes for the own risk and solvency assessment of life insurance companies

Le Courtois, Olivier; Majri, Mohamed; Shen, Li - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 47-79

Persistent link: https://www.econbiz.de/10012437794

Violations of coalescing in parametric utility measurement

Glöckner, Andreas; Renerte, Baiba; Schmidt, Ulrich - In: Theory and decision : an international journal for … 89 (2020) 4, pp. 471-501

Persistent link: https://www.econbiz.de/10012305458

Super-underweighting of rare events with repeated descriptive summaries

Yechiam, Eldad; Rakow, Tim; Newell, Ben R. - In: Journal of behavioral decision making 28 (2015) 1, pp. 67-75

Persistent link: https://www.econbiz.de/10011293370

An explanation of each-way wagers in three models of risky choice

Peel, David - In: Applied economics 50 (2018) 22, pp. 2431-2438

Persistent link: https://www.econbiz.de/10011850237

The relation between cost-benefit analysis and risk acceptance in regulatory decision-making

Cha, Eun Jeong; Ellingwood, Bruce R. - In: International journal of risk assessment and management … 22 (2019) 1, pp. 44-62

Persistent link: https://www.econbiz.de/10012038885

Is the inf-convolution of law-invariant preferences law-invariant?

Liu, Peng; Wang, Ruodu; Wei, Linxiao - In: Insurance / Mathematics & economics 91 (2020), pp. 144-154

Persistent link: https://www.econbiz.de/10012241998

A meta analysis of loss aversion in risky contexts

Walasek, Lukasz; Mullett, Timothy L.; Stewart, Neil - In: Journal of economic psychology 103 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015063899

Currency returns and downside risk : Debt, volatility, and the gap from benchmark values

Cavusoglu, Nevin; Goldberg, Michael D.; Stillwagon, Josh - In: Journal of macroeconomics 68 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012630994

Reverse sensitivity analysis for risk modelling

Pesenti, Silvana M. - In: Risks : open access journal 10 (2022) 7, pp. 1-23

framework is model-free and allows for stresses on the output such as (a) the mean and variance, (b) any distortion risk measure … including the Value-at-Risk and Expected-Shortfall, and (c) expected utility type constraints, thus making the reverse … sensitivity analysis framework suitable for risk models. …

Persistent link: https://www.econbiz.de/10013364877

Optimisation of mixed assets portfolio using copula differential evolution : a behavioural approach

Ababio, Kofi A.; Mba, Jules Clement; Koumba, Ur - In: Cogent economics & finance 8 (2020) 1, pp. 1-27

Cumulative Prospect Theory (CPT) is rooted in behavioural psychology and has demonstrated to possess sufficient explanatory power for use in actual deci sion-making problems. In this study, two distinct asset classes (i.e. assets with extremely lower or higher CPT values) are classified and...

Persistent link: https://www.econbiz.de/10012622374