Aspects of optimal insurance demand when there are uninsurable risks

DOI10.1016/0167-6687(88)90090-XzbMath0651.62099OpenAlexW1973957944MaRDI QIDQ1106604

Peter Kischka

Publication date: 1988

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(88)90090-x

zbMATH Keywords

expected utilityuninsurable risksinsurance demandlocal utility functionsoptimal coinsurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

Related Items (3)

Comparative ross risk aversion in the presence of mean dependent risks ⋮ Optimal insurance under multiple sources of risk with positive dependence ⋮ On cross-risk vulnerability

Cites Work

• Proper Risk Aversion
• Risk Aversion with Random Initial Wealth
• "Expected Utility" Analysis without the Independence Axiom
• A Stronger Characterization of Declining Risk Aversion
• Risk Aversion in the Small and in the Large

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