A Possibilistic and Probabilistic Approach to Precautionary Saving

Irina Georgescu; Adolfo Cristóbal Campoamor; Ana Maria Lucia Casademunt

A Possibilistic and Probabilistic Approach to Precautionary Saving

General Finance 2017-06-26 v1 Computational Engineering, Finance, and Science

Authors: Irina Georgescu , Adolfo Cristóbal Campoamor , Ana Maria Lucia Casademunt

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Abstract

This paper proposes two mixed models to study a consumer's optimal saving in the presence of two types of risk.

Keywords

insurance and risk management convex risk measures

Cite

@article{arxiv.1706.07760,
  title  = {A Possibilistic and Probabilistic Approach to Precautionary Saving},
  author = {Irina Georgescu and Adolfo Cristóbal Campoamor and Ana Maria Lucia Casademunt},
  journal= {arXiv preprint arXiv:1706.07760},
  year   = {2017}
}