Risk, Ambiguity, and Misspecification: Decision Theory, Robust Control, and Statistics
"We connect variational preferences with the likelihood functions and prior probabilities over parameters that are building blocks of...
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25 août 2022
Stackelberg Reinsurance Chain Under Model Ambiguity
"... the reinsurance chain with ambiguity aversions in increasing order is optimal from the perspectives of both selfish individual...
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