29 search results - page 1 / 6 » Insuring Risk-Averse Agents |
ALDT
2009
Springer
13 years 11 months ago
2009
Springer
Abstract. In this paper we explicitly model risk aversion in multiagent interactions. We propose an insurance mechanism that be can used by risk-averse agents to mitigate against r...
ISCI
2007
13 years 4 months ago
2007
As a follow-up to the work of [4] and [5], this paper continues to explore the relationship between wealth share dynamics and risk preferences in the context of an agent-based mul...
MAGS
2010
12 years 11 months ago
2010
Designing efficient bidding strategies for sequential auctions remains an important, open problem area in agent-mediated electronic markets. In existing literature, a variety of bi...
IJCAI
2007
13 years 6 months ago
2007
We investigate search problems under risk in statespace graphs, with the aim of finding optimal paths for risk-averse agents. We consider problems where uncertainty is due to the...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
We consider the problem of Adverse Selection and optimal derivative design within a Principal-Agent framework. The principal’s income is exposed to non-hedgeable risk factors ar...