Some new results about optimal insurance demand under uncertainty
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DOI: 10.1016/j.frl.2016.03.026
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References listed on IDEAS
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Cited by:
- Hemrit, Wael & Nakhli, Mohamed Sahbi, 2021. "Insurance and geopolitical risk: Fresh empirical evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 320-334.
- Bongini, Paola & Cucinelli, Doriana & Soana, Maria Gaia, 2023. "Insurance holdings: Does individual insurance literacy matter?," Finance Research Letters, Elsevier, vol. 58(PC).
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More about this item
Keywords
Background uncertainty; Decreasing absolute risk aversion; (μ; σ) preferences; Optimal insurance demand;All these keywords.
JEL classification:
- D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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