Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
type: Item
instance of: scholarly article
title: Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
zbMATH Open document ID: 0847.90036
DOI: 10.1007/BF01083558
author: Neil A. Doherty
author: Louis Eeckhoudt
published in: Journal of Risk and Uncertainty
publication date: 1996-10-13T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 896428
zbMATH Keywords: dual theory
zbMATH Keywords: insolvency
zbMATH Keywords: insurance linear contracts
zbMATH Keywords: nonlinearities
zbMATH Keywords: rank dependence
zbMATH Keywords: insurance markets
zbMATH Keywords: expected utility
zbMATH Keywords: optimal insurance contracts
MaRDI profile type: Publication
cites work: Equilibrium in a Reinsurance Market
cites work: Prospect Theory: An Analysis of Decision under Risk
cites work: Utility theory with probability-dependent outcome valuation
cites work: Anticipated utility: A measure representation approach
cites work: On Moral Hazard and Insurance
cites work: A model of insurance markets with incomplete information
cites work: The Dual Theory of Choice under Risk
description: scientific article; zbMATH DE number 896428