Behavioral optimal insurance
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- Optimal insurance in the presence of insurer's loss limit
- The optimal insurance under disappointment theories
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- Optimal insurance to maximize RDEU under a distortion-deviation premium principle
- Optimal insurance design under rank-dependent expected utility
Cites work
- scientific article; zbMATH DE number 2122817 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- Advances in prospect theory: cumulative representation of uncertainty
- An extension of Arrow's result on optimality of a stop loss contract
- Are generalized call-spreads efficient?
- Axiomatic characterization of insurance prices
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
- Core of convex distortions of a probability.
- On convex principles of premium calculation
- Optimal Reinsurance Revisited – A Geometric Approach
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- Optimal indemnity contracts
- Optimal insurance and generalized deductibles
- Optimal insurance under Wang's premium principle.
- Optimal insurance under the insurer's risk constraint
- Optimal reinsurance under VaR and CTE risk measures
- Optimal reinsurance under convex principles of premium calculation
- Optimal reinsurance under general law-invariant risk measures
- Optimal reinsurance under mean-variance premium principles
- Optimal reinsurance with general risk measures
- Prospect Theory: An Analysis of Decision under Risk
- The Dual Theory of Choice under Risk
- Unifying framework for optimal insurance
Cited in
(31)- Optimal insurance with background risk: an analysis of general dependence structures
- Optimal insurance in the presence of insurer's loss limit
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment
- Convex ordering for insurance preferences
- The optimal insurance under disappointment theories
- Optimal reinsurance and investment strategy with two piece utility function
- Optimal reinsurance under general law-invariant risk measures
- Optimal reinsurance with premium constraint under distortion risk measures
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Optimal insurance design under mean-variance preference with narrow framing
- Optimal insurance contract and coverage levels under loss aversion utility preference
- scientific article; zbMATH DE number 5129497 (Why is no real title available?)
- Are quantile risk measures suitable for risk-transfer decisions?
- Reinsurance contract design with adverse selection
- Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Optimal insurance design under belief-dependent utility and ambiguity
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- S-shaped narrow framing, skewness and the demand for insurance
- Insurance choice under third degree stochastic dominance
- Optimal reinsurance with probabilistic constraints under distortion risk measure
- Concave distortion risk minimizing reinsurance design under adverse selection
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
- Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
- The connection between distortion risk measures and ordered weighted averaging operators
- Behavioral premium principles
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Behavioral portfolio selection: asymptotics and stability along a sequence of models
- Optimal insurance under rank-dependent expected utility
- Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
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