Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Massimiliano Amarante"'
Autor:
Massimiliano Amarante, Mario Ghossoub
Publikováno v:
Risks, Vol 4, Iss 1, p 8 (2016)
In the classical expected utility framework, a problem of optimal insurance design with a premium constraint is equivalent to a problem of optimal insurance design with a minimum expected retention constraint. When the insurer has ambiguous beliefs r
Externí odkaz:
https://doaj.org/article/773436334f094a139f9984597a56794b
Autor:
Massimiliano Amarante
Publikováno v:
Mathematics of Operations Research. 47:2721-2742
After showing, by means of a series of examples, that paradigms alternative to the Bayesian one obtain by simply replacing the notion of approximation associated with the latter, the paper presents a unified framework for theories of decision making
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a31e49f2f7a14faba40a775450c709d
https://doi.org/10.1287/moor.2021.1226
https://doi.org/10.1287/moor.2021.1226
Autor:
Massimiliano Amarante
Publikováno v:
Statistics & Risk Modeling. 38:65-70
In the case of a submodular, law-invariant capacity, we provide an entirely elementary proof of a result of Marinacci [M. Marinacci, Upper probabilities and additivity, Sankhyā Ser. A 61 1999, no. 3, 358–361]. As a corollary, we also show that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8012e0c1591c2d9a507cbd7c6bb3b1f9
https://doi.org/10.1515/strm-2020-0025
https://doi.org/10.1515/strm-2020-0025
Autor:
Massimiliano Amarante
Publikováno v:
Fuzzy Sets and Systems. 355:59-66
We show that a new integral, recently introduced by Lehrer and Teper (2008) [11] , provides all the tools to determine the necessary and sufficient conditions for the existence of an additive set function, m, sandwiched between two arbitrary set func
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96cde0d089a17ed927284ce0fdabd1c4
https://doi.org/10.1016/j.fss.2018.03.004
https://doi.org/10.1016/j.fss.2018.03.004
Autor:
Massimiliano Amarante
Publikováno v:
IEEE Transactions on Fuzzy Systems. 26:2099-2106
We characterize those operators that satisfy the properties of monotonicity, permutation invariance, positive homogeneity, and translation invariance. As these operators do not necessarily satisfy comonotonic additivity, their class is larger than th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8c5df19172164e1eb4dd5c2d1198b67d
https://doi.org/10.1109/tfuzz.2017.2762637
https://doi.org/10.1109/tfuzz.2017.2762637
Publikováno v:
Economic Theory Bulletin. 7:125-129
We provide a simple proof of a key element of the characterization of recursive maxmin preferences in Epstein and Schneider (J Econ Theory 113:1–31, 2003).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e39f68826a5521ce8b5817b64283fc5e
https://doi.org/10.1007/s40505-018-0147-6
https://doi.org/10.1007/s40505-018-0147-6
Autor:
Mario Ghossoub, Massimiliano Amarante
Publikováno v:
Journal of Economic Theory. 196:105310
A ranking ≿ over a set of alternatives is an aggregation of experts' opinions (AEO) if it depends on the experts' assessments only. We study both those rankings that result from pooling Bayesian experts and those that result from pooling possibly n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::89de1e0d45dcf2cec4cc19b81a9f876a
https://doi.org/10.1016/j.jet.2021.105310
https://doi.org/10.1016/j.jet.2021.105310
Autor:
Massimiliano Amarante
Publikováno v:
Mathematics of Operations Research. 42:1254-1279
The concept of ambiguity designates those situations where the information available to the decision maker is insufficient to form a probabilistic view of the world. Thus, it has provided the motivation for departing from the subjective expected util
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d760394d18d5718b9768878c3a3d806a
https://doi.org/10.1287/moor.2017.0847
https://doi.org/10.1287/moor.2017.0847
Publikováno v:
The Economic Journal. 127:2241-2262
We study contracting problems where one party perceives ambiguity about the relevant contingencies. We show that the party who perceives ambiguity has to observe only the revenue/loss generated by the prospect object of negotiation, but not the under
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c8011396d3ec395ab668fa4639d0a7c9
https://doi.org/10.1111/ecoj.12381
https://doi.org/10.1111/ecoj.12381
Autor:
Massimiliano Amarante
Publikováno v:
Theory and Decision. 83:175-193
Let \({\mathcal {E}}\) be a class of events. Conditionally Expected Utility decision makers are decision makers whose conditional preferences \(\succsim _{E}\), \(E\in {\mathcal {E}}\), satisfy the axioms of Subjective Expected Utility (SEU) theory.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::13df81aa86d85f8c1331842dfc2a2c16
https://doi.org/10.1007/s11238-017-9597-9
https://doi.org/10.1007/s11238-017-9597-9