A reusable discounting framework under jump-diffusion process

作者：

Highlights：

• Designing a preference tool based on psychological experiments.

• Accommodating dynamic preferences varying over time, good & decision-maker.

• Making time-consistent decision under Lévy process & time-inconsistency.

• Adopting a self-guided and assumption-free approach.

摘要

•Designing a preference tool based on psychological experiments.•Accommodating dynamic preferences varying over time, good & decision-maker.•Making time-consistent decision under Lévy process & time-inconsistency.•Adopting a self-guided and assumption-free approach.

论文关键词：Lévy process,Heterogeneities,Multi-period,Multi-goods and multi-agent preferences,Self-driven approach,Time-consistent insurance strategy

论文评审过程：Received 30 April 2021, Revised 21 March 2022, Accepted 10 April 2022, Available online 21 April 2022, Version of Record 4 May 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.117229