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政大機構典藏 > 商學院 > 風險管理與保險學系 > 期刊論文 > Item 140.119/78217

Please use this identifier to cite or link to this item: https://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 連結:	http://dx.doi.org/10.1016/j.insmatheco.2015.04.002
DOI:	10.1016/j.insmatheco.2015.04.002
Appears in Collections:	[風險管理與保險學系] 期刊論文

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