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A simple insurance model: optimal coverage and deductible

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Publication:286017
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DOI10.1007/s10479-013-1469-2zbMath1341.91091OpenAlexW2073658194MaRDI QIDQ286017

Adi Ben-Israel, Christopher Gaffney

Publication date: 19 May 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-013-1469-2


zbMATH Keywords

insurancedeductibleMarkowitz mean-variance modeloptimal coverage


Mathematics Subject Classification ID


Related Items (3)

On coverage limits and deductibles for SAI loss severities ⋮ Optimal allocation of a fixed production under price uncertainty ⋮ Sum of squares of uniform random variables



Cites Work

  • Optimal insurance in the presence of insurer's loss limit
  • Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
  • Handbook of Insurance
  • Enterprise Risk Management Models
  • Optimal insurance and generalized deductibles
  • Fitting Tweedie's compound poisson model to insurance claims data
  • Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling




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