Optimal insurance design with random initial wealth

DOI10.1016/S0165-1765(00)00325-6zbMath0965.91022MaRDI QIDQ1583417

Olivier Mahul

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

stochastic dominancebackground riskdisappearing deductible

Mathematics Subject Classification ID

Related Items (6)

Optimal insurance design under background risk with dependence ⋮ CDF formulation for solving an optimal reinsurance problem ⋮ Optimal insurance with background risk: an analysis of general dependence structures ⋮ OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK ⋮ OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES ⋮ Optimal insurance contract with stochastic background wealth

Cites Work

• Risk Vulnerability and the Tempering Effect of Background Risk
• Unnamed Item

This page was built for publication: Optimal insurance design with random initial wealth