Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference34 articles.
1. Asset prices under habit formation and catching up with the Joneses;Abel;American Economic Review,1990
2. Modeling financial contagion using mutually exciting jump processes;Aït-Sahalia;Journal of Financial Economics,2015
3. Uncertainty and the welfare economics of medical care;Arrow;American Economic Review,1963
4. Habit formation and the demand for insurance;Ben-Arab;Journal of Risk and Insurance,1996
5. Optimal insurance design under rank-dependent expected utility;Bernard;Mathematical Finance,2015