Competitive insurance pricing with complete information, loss-averse utility and finitely many policies

DOI10.1016/j.insmatheco.2015.09.009zbMath1348.91157OpenAlexW1946383648MaRDI QIDQ903323

Peter-Jürgen Jost

Publication date: 5 January 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.09.009

zbMATH Keywords

loss aversioncomplete informationcompetitive marketcomplete (full) insuranceproduction costs

Mathematics Subject Classification ID

Related Items (1)

Optimal insurance contract specification in the upstream sector of the oil and gas industry

Cites Work

• Unnamed Item
• Unnamed Item
• Insurance pricing with complete information, state-dependent utility, and production costs
• Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman
• Advances in prospect theory: cumulative representation of uncertainty
• Reexamination of the perfectness concept for equilibrium points in extensive games
• Market structure and risk taking in the banking industry
• Integrating long-term care insurance purchase decisions with saving and investment for retirement
• Optimal portfolio choice for an insurer with loss aversion
• Monopoly, Non-Linear Pricing and Imperfect Information: The Insurance Market
• Equilibrium points in n -person games

This page was built for publication: Competitive insurance pricing with complete information, loss-averse utility and finitely many policies