Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319): Difference between revisions

@@ Property / OpenAlex ID @@
+W4284958645
@@ Property / OpenAlex ID: W4284958645 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q114100482
@@ Property / Wikidata QID: Q114100482 / rank @@
+Normal rank
@@ Property / cites work @@
+Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
+Normal rank
@@ Property / cites work @@
+OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
+Normal rank
@@ Property / cites work @@
+Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
+Normal rank
@@ Property / cites work @@
+A numerical approach for a class of risk-sharing problems
+Normal rank
@@ Property / cites work @@
+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing with background risk
@@ Property / cites work: Optimal risk sharing with background risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q3511290
@@ Property / cites work: Q3511290 / rank @@
+Normal rank
@@ Property / cites work @@
+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / rank @@
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+Insurer's optimal reinsurance strategies
@@ Property / cites work: Insurer's optimal reinsurance strategies / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon
+Normal rank
@@ Property / cites work @@
+Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR
+Normal rank
@@ Property / cites work @@
+PORTFOLIO CHOICE VIA QUANTILES
@@ Property / cites work: PORTFOLIO CHOICE VIA QUANTILES / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal non-proportional reinsurance control
@@ Property / cites work: Optimal non-proportional reinsurance control / rank @@
+Normal rank
@@ Property / cites work @@
+A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim
+Normal rank
@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under mean-variance premium principles
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Risk management with weighted VaR
@@ Property / cites work: Risk management with weighted VaR / rank @@
+Normal rank
@@ Property / cites work @@
+ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
+Normal rank
@@ Property / cites work @@
+A new characterization of comonotonicity and its application in behavioral finance
+Normal rank
@@ Property / cites work @@
+A NOTE ON THE QUANTILE FORMULATION
@@ Property / cites work: A NOTE ON THE QUANTILE FORMULATION / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping under probability distortion
@@ Property / cites work: Optimal stopping under probability distortion / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance under rank‐dependent utility and incentive compatibility
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank