| dc.contributor | 風管系 | |
| dc.creator (作者) | Huang, Yi-Chieh;Tzeng, Larry Y.;Zhao, Lin | |
| dc.creator (作者) | 曾郁仁 | zh_TW |
| dc.date (日期) | 2015-05 | |
| dc.date.accessioned | 2-Sep-2015 17:40:37 (UTC+8) | - |
| dc.date.available | 2-Sep-2015 17:40:37 (UTC+8) | - |
| dc.date.issued (上傳時間) | 2-Sep-2015 17:40:37 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/78217 | - |
| dc.description.abstract (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. | |
| dc.format.extent | 529182 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Insurance: Mathematics & Economics, 62, 257-269 | |
| dc.subject (關鍵詞) | Ambiguity;Comparative ambiguity aversion;Comparative downside ambiguity aversion;D80;D81;Downside ambiguity;Effort | |
| dc.title (題名) | Comparative ambiguity aversion and downside ambiguity aversion | |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.insmatheco.2015.04.002 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.insmatheco.2015.04.002 | |
