Optimal insurance design of ambiguous risks

DOI10.1007/s00199-014-0845-8zbMath1319.91095OpenAlexW1574770848MaRDI QIDQ476148

Christian Gollier

Publication date: 28 November 2014

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://publications.ut-capitole.fr/16712/1/Gollier_16712.pdf

zbMATH Keywords

ambiguitydeductiblerisk-sharingmonotone likelihood ratio order

Mathematics Subject Classification ID

Related Items (21)

Ambiguity sharing and the lack of relative performance evaluation ⋮ Restricted increases in risk aversion and their application ⋮ Optimal insurance design under background risk with dependence ⋮ On ambiguity apportionment ⋮ AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL ⋮ Optimal insurance design under Vajda condition and exclusion clauses ⋮ Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility ⋮ Optimal insurance under rank-dependent expected utility ⋮ Optimal insurance design under belief-dependent utility and ambiguity ⋮ Reinsurance contract design with heterogeneous beliefs and learning ⋮ OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION ⋮ Optimal insurance under maxmin expected utility ⋮ Arrow's Theorem of the Deductible with Heterogeneous Beliefs ⋮ On optimal reinsurance treaties in cooperative game under heterogeneous beliefs ⋮ Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study ⋮ Ambiguous implementation: the partition model ⋮ Robust reinsurance contracts with uncertainty about jump risk ⋮ Insurance bargaining under ambiguity ⋮ Optimal XL-insurance under Wasserstein-type ambiguity ⋮ Optimal proportional reinsurance with a loss-dependent premium principle ⋮ Ambiguity on the insurer's side: the demand for insurance

Cites Work

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