| dc.contributor | 風管系 | |
| dc.creator (作者) | Huang, R.J.;Huang, Y.-C.;Tzeng, Larry Y | |
| dc.date (日期) | 2013-11 | |
| dc.date.accessioned | 28-Apr-2015 17:00:09 (UTC+8) | - |
| dc.date.available | 28-Apr-2015 17:00:09 (UTC+8) | - |
| dc.date.issued (上傳時間) | 28-Apr-2015 17:00:09 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/74895 | - |
| dc.description.abstract (摘要) | This paper investigates the effects of an increase in ambiguity aversion and an increase in ambiguity in an insurance bargaining game with a risk-and-ambiguity-neutral insurer and a risk-and-ambiguity-averse client. Both a cooperative and a non-cooperative bargaining game are examined. We show that, in both games, full coverage is optimal in the presence of ambiguity, and that the optimal premium is higher in the presence of ambiguity than in the absence of it. Furthermore, the optimal premium will increase with both the degree of ambiguity aversion and an increase in ambiguity. © 2013 Elsevier B.V. | |
| dc.format.extent | 493709 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Insurance: Mathematics and Economics, 53(3), 812-820 | |
| dc.title (題名) | Insurance bargaining under ambiguity | |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.insmatheco.2013.10.001 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.insmatheco.2013.10.001 | |
