An Equilibrium Model of Prevention Effort under Distortion Risk Measures

Sarah Bensalem (), Nabil Kazi-Tani () and Nicolás Hernández Santibáñez
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Sarah Bensalem: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Nabil Kazi-Tani: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Nicolás Hernández Santibáñez: DIM - Departamento de Ingeniera Matematica [Santiago]

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Keywords: Distortion risk measure; Stackelberg game; Prevention; Self-insurance; Self-protection (search for similar items in EconPapers)
Date: 2018-10-29
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Published in International Conference on Control, Games and Stochastic Analysis, Oct 2018, Hammamet, Tunisia

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02009095

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