Ali Zeytoon-Nejad

Economics-Poole COM

2021 journal article

Flexible modelling of multivariate risks in pricing margin protection insurance: modelling portfolio risks with mixtures of mixtures

APPLIED ECONOMICS, 53(4), 411–440.

author keywords: Insurance; mixture distribution; vine copulas; margin protection plans; dependence modelling
Source: Web Of Science
Added: December 21, 2020

2020 journal article

Risk aversion over price variability: experimental evidence

APPLIED ECONOMICS LETTERS, 27(21), 1739–1745.

author keywords: Risk aversion; laboratory experiment; direct utility function; experimental elicitations; duality
Source: Web Of Science
Added: April 20, 2020