coherent risk measures 1information design 1persuasion 1reinsurance 1risk preference 1time consistency 1
From the 1 of 3 linked papers with an AI index.
3 papers
math.OC2026
Bayesian Risk Preference Persuasion
Shutian Liu
The paper builds a Bayesian persuasion model where a sender designs information to influence a receiver’s risk preference—modeled by a coherent risk measure—while preserving time‑c…
math.OC2026
Games with Incomplete Information Played by Risk-Revising Players
Shutian Liu
This paper introduces risk-revising players to a class of games with incomplete information. These players enter the game with ex ante risk preferences represented by coherent risk…
math.OC2025
Dynamic Information Manipulation Game
Shutian Liu, Quanyan Zhu
We propose a dynamic information manipulation game (DIMG) to investigate the incentives of an information manipulator (IM) to influence the transition rules of a partially observab…