Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimal insurance and generalized deductibles - MaRDI portal

Optimal insurance and generalized deductibles

From MaRDI portal
Publication:4062882

DOI10.1080/03461238.1974.10408659zbMath0306.90009OpenAlexW2093404588MaRDI QIDQ4062882

Kenneth J. Arrow

Publication date: 1974

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1974.10408659



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (64)

The Pareto-optimal design of term life insurance contractsPareto-optimal insurance under heterogeneous beliefs and incentive compatibilityA simple insurance model: optimal coverage and deductibleOn the uniqueness of subjective probabilitiesOptimal risk sharing with background riskRevisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimationOptimal reinsurance with multiple tranchesMean utility preserving increases in risk for state dependent utility functionsVaR and CTE based optimal reinsurance from a reinsurer's perspectiveSubjective probabilities for state dependent continuous utilityS-shaped narrow framing, skewness and the demand for insuranceA marginal indemnity function approach to optimal reinsurance under the Vajda conditionEfficient sets with and without the expected utility hypothesisBest bounds for expected financial payoffs. II: ApplicationsPareto-optimal reinsurance policies with maximal synergyStackelberg differential game for insurance under model ambiguityThe optimal insurance contract in a competitive marketOptimal reinsurance under convex principles of premium calculationOptimal insurance design with a bonusOptimal health insurance with constraints under utility of health, wealth and incomePreference robust state-dependent distortion risk measure on act space and its application in optimal decision makingOptimal insurance design under mean-variance preference with narrow framingThe optimal deductible and coverage in insurance contracts and equilibrium risk sharing policiesOptimal Portfolio Choice with Health-Contingent Income Products: The Value of Life Care AnnuitiesPareto-optimal reinsurance under individual risk constraintsBilateral risk sharing in a comonotone market with rank-dependent utilitiesOptimal contracts and competitive markets with costly state verificationMultivariate Insurance Portfolio Risk Retention Using the Method of MultipliersVariance insurance contractsOptimal insurance for a prudent decision maker under heterogeneous beliefsOptimality of general reinsurance contracts under CTE risk measureOptimal health insurance and trade-off between health and wealthState-Dependent UtilitiesDo bets reveal beliefs? A unified perspective on state-dependent utility issuesOptimal reimbursement health insurance: An application of profit functions and Frischian demandsOptimal reinsurance minimizing the distortion risk measure under general reinsurance premium principlesUnnamed ItemBehavioral optimal insuranceOptimal insurance in the presence of insurer's loss limitOptimal insurance under the insurer's risk constraintOptimal insurance design of ambiguous risksPareto efficiency for the concave order and multivariate comonotonicityAn optimal insurance strategy for an individual under an intertemporal equilibriumThe optimal insurance under disappointment theoriesThe bounds of premium and optimality of stop loss insurance under uncertain random environmentsConvex ordering for insurance preferencesOptimal insurance contract specification in the upstream sector of the oil and gas industryA numerical approach for a class of risk-sharing problemsAn extension of Arrow's result on optimality of a stop loss contractThe utility of deductibles from the insurer's point of viewInsurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claimsOn normal hazard in general equilibrium theoryReinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measuresThe design of equity-indexed annuitiesOptimal design of equity-linked products with a probabilistic constraintUtility functions based on net present worthMathematical models for marine insuranceLiving without state-independence of utilitiesMultivariate comonotonicityOn the correspondence between multivariate risk aversion and risk aversion with state-dependent preferencesOptimal multi-period insurance contractsThe optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utilityEfficiency analysis of deductible insurance policiesOn the risk-aversion comparability of state-dependent utility functions



Cites Work


This page was built for publication: Optimal insurance and generalized deductibles