Insurance pricing with complete information, state-dependent utility, and production costs

DOI10.1016/J.INSMATHECO.2012.02.004zbMath1237.91138OpenAlexW2044465513MaRDI QIDQ414620

Victor I. Oguledo, Colin M. Ramsay

Publication date: 11 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.004

zbMATH Keywords

complete informationcompetitive marketscomplete (full) insuranceexpensesmonopolistic marketspartial insuranceproduction costsstate dependent utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (8)

Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL) ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading ⋮ Competitive insurance pricing with complete information, loss-averse utility and finitely many policies ⋮ Insurance as a lemons market: coverage denials and pooling ⋮ Pricing high-risk and low-risk insurance contracts with incomplete information and production costs ⋮ The Annuity Puzzle and an Outline of Its Solution ⋮ Optimal insurance contract specification in the upstream sector of the oil and gas industry ⋮ Pricing Funeral (Burial) Insurance in a Microinsurance World with Emphasis on Africa

Cites Work

• Monopoly, Non-Linear Pricing and Imperfect Information: The Insurance Market
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