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The theoretical literature suggests that taxation can have a large impact on household portfolio selection and allocation. In this paper we analyze the tax treatment of life insurance, considering t...
The purpose of this paper is to examine whether people treat all forms of uncertainty in the same way. Studies investigating known-risk gambles and ambiguous gambles have systematically used the urn c...
Determinants of risk attitudes of individuals are of great interest in the growing area of behavioral economics that focuses on the individual attributes, psychological or otherwise, that shape common...
In recent years, it has become increasingly clear that risk aversion alone cannot explain individuals' demand for insurance. From the perspective of risk aversion, individuals tend to purchase insuran...
This paper deals with numerical solutions of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked p...
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked poin...
: Since 2004, the basic document which has governed liability for damage to the natural environment in the European Union is the Environmental Liability Directive no. 2004/35/Ec, as amended by the s...

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