Massimiliano Amarante

University of Montreal

C.P. 6128 succursale Centre-ville

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

3

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79

CITATIONS

1

Scholarly Papers (3)

1.

Ambiguity on the Insurer's Side: The Demand for Insurance

Journal of Mathematical Economics, Vol. 58, No. 1, 2015
Number of pages: 46 Posted: 30 Jan 2015 Last Revised: 18 Jun 2015
Massimiliano Amarante, Mario Ghossoub and Edmund S. Phelps
University of Montreal, University of Waterloo and Center on Capitalism and Society, Columbia University
Downloads 49 (382,767)

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Optimal Insurance, Deductible, Ambiguity, Choquet Integral, Distorted Probabilities

2.

Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer

Risks, 4(1):8, 2016
Number of pages: 33 Posted: 30 Jan 2015 Last Revised: 16 Mar 2017
Massimiliano Amarante and Mario Ghossoub
University of Montreal and University of Waterloo
Downloads 30 (456,540)
Citation 1

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Optimal Insurance, Deductible, Minimum Retention, Ambiguity, Choquet Integral, Probability Distortion

3.

Contracting on Ambiguous Prospects

The Economic Journal, Vol. 127, Issue 606, pp. 2241-2262, 2017
Number of pages: 22 Posted: 20 Nov 2017
Massimiliano Amarante, Mario Ghossoub and Edmund S. Phelps
University of Montreal, University of Waterloo and Center on Capitalism and Society, Columbia University
Downloads 0 (650,323)
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