Results 111 to 120 of about 9,057 (304)

Legendre Transform Dual Asymptotic Solution for Insurers Under the Heston Local-Stochastic Volatility Model: A Comparison of Variance Premium and Expected Value Principles

Journal of Mathematics
This study examines optimal investment and reinsurance strategies for two competing insurers who are concerned with their relative performance. Each insurer can purchase reinsurance and invest in a financial market consisting of one risk-free asset and ...
Winfrida Felix Mwigilwa
doaj   +1 more source

Advancing estimation techniques and their applications in engineering and medical data analysis through novel continuous and discrete linear failure rate distribution extension

Journal of Radiation Research and Applied Sciences
In this paper, we present a new heavy-tailed distribution called the heavy-tailed linear failure rate (HTLFR) distribution. Various statistical properties of the proposed distribution are derived, including the quantile function, the median, the ordinary
Ibrahim Elbatal, Mohammed Elgarhy, Sanaa Mohammed Almarzouki, L.S. Diab, Anis Ben Ghorbal, Ehab M. Almetwally   +5 more
doaj   +1 more source

Swedish Consumers' Willingness‐to‐Pay for Plant‐Based Proteins in Pasta Sauce: Preferences and Policy Scenarios

Agribusiness, EarlyView.
ABSTRACT This paper explores Swedish consumers' protein preferences by estimating the willingness‐to‐pay (WTP) for minced meat and plant‐based proteins in pasta sauce from an in‐store experiment (n = 206) and an online discrete choice experiment (n = 517). On average, the WTP was highest for minced meat.
Emilia Mattsson, Anna Kristina Edenbrandt, Jens Rommel, Sarah Säll   +3 more
wiley   +1 more source

On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market [PDF]

The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calculate a risk premium series in the foreign exchange market. The risk premium series is volatile
Takatoshi Ito, Fabio Canova
core  

Ambiguity aversion and variance premium

, 2018
This paper offers an ambiguity-based interpretation of variance premium - the difference between risk-neutral and objective expectations of market return variance - as a compounding effect of both belief distortion and variance differential regarding the
Zhou, Hao, Miao, Jianjun, Wei, Bin
core   +1 more source

Animal‐Based Brands Taking the Plant‐Based Opportunity: A Tasting Experiment Exploring Consumer Acceptance of Plant‐Based Brand Extensions

Agribusiness, EarlyView.
ABSTRACT This study investigates how consumer taste and brand equity perceptions shape the acceptance of plant‐based milk products. Using a blind/informed tasting experiment, we evaluated consumers' willingness to buy (WTB) and taste perception of a plant‐based milk alternative produced by a traditional dairy brand, compared with competing plant‐based ...
Federico Parmiggiani, Mirta Casati, Elena Castellari, Fosca Vezzulli, Veronica Vitali, Milena Lambri, Claudio Soregaroli   +6 more
wiley   +1 more source

The Variance Risk Premium [PDF]

This thesis investigates the empirical behavior of the variance risk premium (VRP) in the S&P 500 index. The VRP is defined as the difference between the expected realized variance under the physical measure and the risk-neutral variance derived from ...
Caneira, Mafalda Amaro
core   +1 more source

The forex forward puzzle: The career risk hypothesis. [PDF]

Prior work variously ascribes the forward puzzle -the low slope in the Fama (1984) regression of the exchange rate change on the forward premium- to various model misspecications or statistical problems with non-stationary forward premia, but no single ...
Liu, F, Sercu, Piet
core  

Options\ue2 Implied Riskiness and Variance Risk Premium

, 2022
We follow the methodology of Bali et al. (2015) to obtain the VIX option-implied riskiness and investigates whether it affects variance risk premium. First, our results show that VIX option-implied riskiness can predict positively changes in the variance
Lin, Yu-Jhih
core  

Video and Text‐Based Supplemental Health Information and Consumer Willingness to Pay for Nutrient‐Enhanced Eggs

Agribusiness, EarlyView.
ABSTRACT Nutritional information is very important in the food choices of consumers. However, when they are too scientific or technical, they have the potential to confuse consumers, resulting in information asymmetry and dissuading them from making beneficial choices.
Edeoba W. Edobor, Michael J. Best, Anita R. Best, Ondulla T. Toomer   +3 more
wiley   +1 more source