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On the Optimal Type and Level of Guarantees for Prospect Theory Investors · Study

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PreprintOn the Optimal Type and Level of Guarantees for Prospect Theory Investors

Sebastian Ebert2012

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Preprintgreen2012

On the Optimal Type and Level of Guarantees for Prospect Theory Investors

Sebastian Ebert · Birgit Koos · Judith C. Schneider

17 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Insurance and Financial Risk Management Financial Literacy, Pension, Retirement Analysis

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References

1992Advances in prospect theory: Cumulative representation of uncertainty 1971Optimum consumption and portfolio rules in a continuous-time model 2005PROBABILITY WEIGHTING FUNCTION 2000Prospect Theory: An Analysis of Decision under Risk 2010Prospect Theory: For Risk and Ambiguity 1976The pricing of equity-linked life insurance policies with an asset value guarantee 1992Theory of constant proportion portfolio insurance 2008A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

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2015A Cumulative Prospect View on Portfolios that Hold Structured Products 2022The Appeal of Registered Index-Linked Annuities for Myopic Prospect Theory Investors

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations17

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.2081665

openalex_workW149101075

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