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The optimal insurance demand under an ambiguity aversion
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 홍지민 | - |
| dc.date.accessioned | 2023-02-03T07:40:04Z | - |
| dc.date.available | 2023-02-03T07:40:04Z | - |
| dc.date.created | 2023-01-09 | - |
| dc.date.issued | 2022-12 | - |
| dc.identifier.issn | 1229-988X | - |
| dc.identifier.uri | http://scholarworks.bwise.kr/ssu/handle/2018.sw.ssu/43092 | - |
| dc.description.abstract | This study investigates insurance demand in a two-period model when a decision-maker (DM) is averse to the ambiguity of loss distributions. This study derives sufficient conditions such that the ambiguity-averse DM purchases more insurance than an ambiguity-neutral one when the DM maximises the expected utility. It also derives each sufficient condition to increase insurance demand as ambiguity aversion, ambiguity and downside ambiguity increase, respectively. | - |
| dc.language | 영어 | - |
| dc.language.iso | en | - |
| dc.publisher | 한국파생상품학회 | - |
| dc.relation.isPartOf | 선물연구 | - |
| dc.title | The optimal insurance demand under an ambiguity aversion | - |
| dc.title.alternative | The optimal insurance demand under an ambiguity aversion | - |
| dc.type | Article | - |
| dc.identifier.doi | 10.1108/JDQS-06-2022-0014 | - |
| dc.type.rims | ART | - |
| dc.identifier.bibliographicCitation | 선물연구, v.30, no.4, pp.296 - 308 | - |
| dc.identifier.kciid | ART002916363 | - |
| dc.description.journalClass | 1 | - |
| dc.identifier.scopusid | 2-s2.0-85150364342 | - |
| dc.citation.endPage | 308 | - |
| dc.citation.number | 4 | - |
| dc.citation.startPage | 296 | - |
| dc.citation.title | 선물연구 | - |
| dc.citation.volume | 30 | - |
| dc.contributor.affiliatedAuthor | 홍지민 | - |
| dc.identifier.url | https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2022-0014/full/html | - |
| dc.description.isOpenAccess | Y | - |
| dc.subject.keywordAuthor | Ambiguity aversion | - |
| dc.subject.keywordAuthor | Ambiguity | - |
| dc.subject.keywordAuthor | Downside ambiguity | - |
| dc.subject.keywordAuthor | Insurance demand | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.description.journalRegisteredClass | kci | - |
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Related Researcher
- Hong, Jimin
- College of Natural Sciences (Department of Statistics and Actuarial Science)