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Comparative ambiguity aversion in intertemporal decisions
Recurso electrónico / Electronic resource
MAP20200009382
Wang, Jianli ‌
Comparative ambiguity aversion in intertemporal decisions / Jianli Wang, Jingyuan Li
Resumen: This article examines the effects of ambiguity aversion on intertemporal decisions when there is ambiguity about a future state. Compared to the existing literature, we allow for a three-way separation between intertemporal substitution, risk aversion, and ambiguity aversion. Holding risk preferences, beliefs, and time preferences fixed, we explore how a change in ambiguity aversion increases the strength of the current willingness to pay. We apply our results to saving, self-protection, and self-insurance problems
En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 02/03/2020 Volumen 87 Número 1 - marzo 2020 , p. 195-212
1. Matemática del seguro ‌. 2. Cálculo actuarial ‌. 3. Gerencia de riesgos ‌. 4. Análisis de riesgos ‌. 5. Incertidumbre ‌. 6. Autoprotección ‌. 7. Autoseguro ‌. I. Li, Jingyuan ‌. II. Título.