Results 91 to 100 of about 3,768 (261)

Welfare consequences of the compound risks of index insurance

open access: yesJournal of Risk and Insurance, EarlyView.
Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison   +4 more
wiley   +1 more source

Driven by risk: Understanding reference‐dependent preferences using simulated auto racing

open access: yesJournal of Risk and Insurance, EarlyView.
Abstract Using data from over 56,000 simulated auto races worldwide, we analyze risk‐taking at the margins, consistent with reference‐dependent preferences. We show that participants' risk‐taking changes when a desired intermittent outcome is presented, sometimes at the expense of a more favorable expected end state.
James Hilliard   +2 more
wiley   +1 more source

Hilbert's Early Metatheory Revisited. [PDF]

open access: yesErkenntnis
Giovannini EN, Schiemer G.
europepmc   +1 more source

Multiple Axiomatics Method and the Fuzzy Logic

open access: green, 2018
Constantinos Challoumis - Κωνσταντίνος Χαλλουμής
openalex   +1 more source

Learning Through Co‐opetition: How Knowledge Sharing Builds Supply Chain Resilience

open access: yesJournal of Supply Chain Management, EarlyView.
ABSTRACT This study explores how knowledge sharing among competing firms (co‐opetition) influences risk management and enhances supply chain resilience. Grounded in organizational learning theory, the study examines how co‐opetition enhances firms' visibility into the emerging challenges of tomorrow's world, enabling proactive risk management that can ...
Jacob C. Jensen   +4 more
wiley   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

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