Ambiguity on the insurer's side: the demand for insurance
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Publication:2348006
DOI10.1016/j.jmateco.2015.03.008zbMath1319.91093OpenAlexW2301316877MaRDI QIDQ2348006
Mario Ghossoub, Massimiliano Amarante, Edmund S. Phelps
Publication date: 10 June 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.cireqmontreal.com/wp-content/uploads/cahiers/04-2015-cah.pdf
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Related Items (12)
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs ⋮ Optimal insurance under rank-dependent expected utility ⋮ Optimal insurance for a prudent decision maker under heterogeneous beliefs ⋮ Arrow's Theorem of the Deductible with Heterogeneous Beliefs ⋮ OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION ⋮ Budget-constrained optimal insurance without the nonnegativity constraint on indemnities ⋮ Budget-constrained optimal insurance with belief heterogeneity ⋮ Budget-constrained optimal retention with an upper limit on the retained loss ⋮ BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS ⋮ Bipolar behavior of submodular, law-invariant capacities ⋮ Optimal insurance with belief heterogeneity and incentive compatibility ⋮ Vigilant measures of risk and the demand for contingent claims
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