Prevention efforts, insurance demand and price incentives under coherent risk measures
From MaRDI portal
Publication:784461
DOI10.1016/J.INSMATHECO.2020.05.006zbMath1448.91253OpenAlexW2919029365MaRDI QIDQ784461
Nicolás Hernández Santibáñez, Nabil Kazi-Tani, Sarah Bensalem
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.05.006
Hierarchical games (including Stackelberg games) (91A65) Actuarial mathematics (91G05) Principal-agent models (91B43)
Related Items (1)
Cites Work
- Stochastic finance. An introduction in discrete time.
- Risk theory and reinsurance. Translated from the French by Urmie Ray
- A Diamond-Stiglitz approach to the demand for self-protection
- Risk aversion and self-insurance-cum-protection
- Optimal insurance demand under marked point processes shocks.
- Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
- Risk-adjusted bowley reinsurance under distorted probabilities
- Inf-convolution of risk measures and optimal risk transfer
- Willingness to pay for risk reduction and risk aversion without the expected utility assumption
- Coherent Measures of Risk
- Stochastic Finance
- A Continuous-Time Version of the Principal–Agent Problem
- Law invariant risk measures have the Fatou property
- The First-Order Approach to Principal-Agent Problems
- Justifying the First-Order Approach to Principal-Agent Problems
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- Monotone Comparative Statics under Uncertainty
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER
- Reinsurance
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
This page was built for publication: Prevention efforts, insurance demand and price incentives under coherent risk measures