Optimal insurance design with random initial wealth

DOI10.1016/S0165-1765(00)00325-6MaRDI QIDQ1583417zbMATH OpenFDO

Authors Olivier Mahul

Publication date 26 October 2000

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

stochastic dominancebackground riskdisappearing deductible

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Risk Vulnerability and the Tempering Effect of Background Risk

Cited in

(13)

• A note on Mossin’s theorem for deductible insurance given random initial wealth
• Optimal insurance contract with stochastic background wealth
• Optimal insurance design under background risk with dependence
• Optimum insurance contracts with background risk and higher-order risk attitudes
• Optimal insurance design with a bonus
• Optimal incentive-compatible insurance with background risk
• Optimal insurance with background risk: an analysis of general dependence structures
• Optimal insurance design in the presence of exclusion clauses
• Optimal health insurance and trade-off between health and wealth
• CDF formulation for solving an optimal reinsurance problem
• Insurance contract design based on the type of risk preference of the insured
• Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset
• Aspects of optimal insurance demand when there are uninsurable risks

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