29 search results - page 1 / 6 » Insuring Risk-Averse Agents |
ALDT
2009
Springer
14 years 1 days 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 5 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
13 years 6 days 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 5 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...