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Comparative ambiguity aversion and downside ambiguity aversion

文献类型：期刊论文

作者Huang, Yi-Chieh1; Tzeng, Larry Y.2,3; Zhao, Lin4
刊名INSURANCE MATHEMATICS & ECONOMICS
出版日期2015-05-01
卷号62页码:257-269
关键词Ambiguity Downside ambiguity Comparative ambiguity aversion Comparative downside ambiguity aversion Effort
ISSN号0167-6687
DOI10.1016/j.insmatheco.2015.04.002
英文摘要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. (C) 2015 Elsevier B.V. All rights reserved.
资助项目Ministry of Science and Technology (MOST)[102-2410-H-002-028-MY3] ; National Science Foundation of China (NSFC)[71301161]
WOS研究方向Business & Economics ; Mathematics ; Mathematical Methods In Social Sciences
语种英语
WOS记录号WOS:000356196100024
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/19939]  
专题系统科学研究所
通讯作者Tzeng, Larry Y.
作者单位1.Feng Chia Univ, Dept Risk Management & Insurance, Taichung 40724, Taiwan
2.Natl Taiwan Univ, Dept & Grad Inst Finance, Taipei 10673, Taiwan
3.Natl Chengchi Univ, Risk & Insurance Res Ctr, Taipei 11605, Taiwan
4.Chinese Acad Sci, Inst Syst Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Huang, Yi-Chieh,Tzeng, Larry Y.,Zhao, Lin. Comparative ambiguity aversion and downside ambiguity aversion[J]. INSURANCE MATHEMATICS & ECONOMICS,2015,62:257-269.
APA Huang, Yi-Chieh,Tzeng, Larry Y.,&Zhao, Lin.(2015).Comparative ambiguity aversion and downside ambiguity aversion.INSURANCE MATHEMATICS & ECONOMICS,62,257-269.
MLA Huang, Yi-Chieh,et al."Comparative ambiguity aversion and downside ambiguity aversion".INSURANCE MATHEMATICS & ECONOMICS 62(2015):257-269.

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来源：数学与系统科学研究院

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