Unifying framework for optimal insurance
From MaRDI portal
Publication:882860
DOI10.1016/j.insmatheco.2005.04.003zbMath1242.91095OpenAlexW2027133127MaRDI QIDQ882860
Virginia R. Young, S. David Promislow
Publication date: 24 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.04.003
Related Items
Insurance choice under third degree stochastic dominance ⋮ Optimal insurance to maximize RDEU under a distortion-deviation premium principle ⋮ Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit ⋮ Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave ⋮ A constraint-free approach to optimal reinsurance ⋮ Purchasing casualty insurance to avoid lifetime ruin ⋮ Optimal health insurance with constraints under utility of health, wealth and income ⋮ Optimal risk sharing under distorted probabilities ⋮ Optimal reinsurance with general premium principles based on RVaR and WVaR ⋮ Optimality of general reinsurance contracts under CTE risk measure ⋮ Optimal health insurance and trade-off between health and wealth ⋮ Empirical Approach for Optimal Reinsurance Design ⋮ Arrow's Theorem of the Deductible with Heterogeneous Beliefs ⋮ Unnamed Item ⋮ Behavioral optimal insurance ⋮ Optimal insurance under the insurer's risk constraint ⋮ An optimal insurance strategy for an individual under an intertemporal equilibrium ⋮ The optimal insurance under disappointment theories ⋮ Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures ⋮ Explicit solutions of optimal consumption, investment and insurance problems with regime switching ⋮ Optimal reinsurance with premium constraint under distortion risk measures ⋮ Unnamed Item
Cites Work
