Belief heterogeneity in the Arrow-Borch-Raviv insurance model
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Cited by:
- Massimiliano Amarante & Mario Ghossoub & Edmund Phelps, 2012.
"Contracting for Innovation under Knightian Uncertainty,"
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- AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche 2012-15, Universite de Montreal, Departement de sciences economiques.
- Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers 12241, Imperial College, London, Imperial College Business School.
- Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko, 2013. "Optimal insurance purchase strategies via optimal multiple stopping times," Papers 1312.0424, arXiv.org.
- Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko, 2017. "Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 487-518, June.
- Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
- Ghossoub, Mario, 2010. "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper 37717, University Library of Munich, Germany, revised 22 Mar 2012.
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More about this item
Keywords
Optimal insurance; deductible contract; subjective probability; heterogeneous beliefs; vigilance; Agreement Theorem; Harsanyi Doctrine; Wilson Doctrine;All these keywords.
JEL classification:
- D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
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