Editorial to the special issue on behavioral insurance: mathematics and economics
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Publication:2665836
DOI10.1016/J.INSMATHECO.2021.06.001zbMath1474.00025OpenAlexW3176461445MaRDI QIDQ2665836
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Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.06.001
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial mathematics (91G05)
Cites Work
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- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
- Risk aversion in RDEU
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Optimal insurance demand under marked point processes shocks.
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
- Optimal insurance in a continuous-time model
- Explicit solutions of optimal consumption, investment and insurance problems with regime switching
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
- PORTFOLIO CHOICE VIA QUANTILES
- Asset Prices in an Exchange Economy with Habit Formation
- PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES
- The Dual Theory of Choice under Risk
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
- Spectra of some self-exciting and mutually exciting point processes
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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