A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Paper explores how risk-averse individuals' willingness to pay for insurance varies with risk probability.
Bayesian model estimates feature values of premium products.
Study finds farmers are willing to pay higher premiums for higher coverage in agricultural insurance.
Meta-analysis finds people value insurance for low-probability risks more than expected.
A new model uses neural networks for consistent discrete choice analysis.
Study finds consumers are more price-sensitive before livestreams than after.
We explore the effects of social influence in a simple market model in which a large number of agents face a binary choice: 'to buy/not to buy' a single unit of a product at a price posted by a single seller (the monopoly case). We consider the case of 'positive externalities': an agent is more willing to buy if the ot…
New loss functions optimize pricing policies using transaction data, ensuring expected revenue guarantees.
New framework improves cost-benefit analysis of policies.
Study finds billing codes at IPO boost digital health companies' financial performance.
This study measures price risk aversion using indirect utility functions in a lab experiment.