政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/78217
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 89713/119533 (75%)
Visitors : 23937752      Online Users : 133
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/78217


    Title: Comparative ambiguity aversion and downside ambiguity aversion
    Authors: Huang, Yi-Chieh;Tzeng, Larry Y.;Zhao, Lin
    曾郁仁
    Contributors: 風管系
    Keywords: Ambiguity;Comparative ambiguity aversion;Comparative downside ambiguity aversion;D80;D81;Downside ambiguity;Effort
    Date: 2015-05
    Issue Date: 2015-09-02 17:40:37 (UTC+8)
    Abstract: This paper first defines an increase in ambiguity and an increase in downside ambiguity. We then provide comparative criteria for ambiguity aversion and downside ambiguity aversion. Different from the finding that the comparative criterion for risk aversion is variant with the measure of the premium to reduce risks, we show that the criteria remain the same, whether the premiums to reduce ambiguity and downside ambiguity are measured by utility or money. Under the criteria, a more ambiguity-averse (downside-ambiguity-averse) individual is shown to spend more effort in reducing ambiguity (downside ambiguity) than a less ambiguity-averse (downside-ambiguity-averse) individual.
    Relation: Insurance: Mathematics & Economics, 62, 257-269
    Data Type: article
    DOI link: http://dx.doi.org/10.1016/j.insmatheco.2015.04.002
    DOI: 10.1016/j.insmatheco.2015.04.002
    Appears in Collections:[Department of Risk Management and Insurance] Periodical Articles

    Files in This Item:

    File SizeFormat
    257-269.pdf516KbAdobe PDF585View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback