Pareto efficient insurance contracts when the insurer's cost function is discontinuous
From MaRDI portal
The authors consider the problem of efficient insurance contracts when the cost structure includes a fixed cost per claim. The results are applied to Townsend's model of deterministic auditing
Recommendations
- Pareto-optimal Contracts in an Insurance Market
- Pareto-optimal risk sharing with fixed costs per claim
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Pareto-optimal insurance policies: the case of normal summary risk
Cited in
(56)- Optimal insurance design under background risk with dependence
- Competitive equilibria in a comonotone market
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation
- S-shaped narrow framing, skewness and the demand for insurance
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition
- Optimal insurance with background risk: an analysis of general dependence structures
- On the existence of a representative reinsurer under heterogeneous beliefs
- Vigilant measures of risk and the demand for contingent claims
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
- Rearrangement inequalities in non-convex insurance models
- Optimal insurance under rank-dependent expected utility
- Pareto-optimal reinsurance policies with maximal synergy
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
- The effect of risk constraints on the optimal insurance policy
- Pareto-optimal reinsurance under individual risk constraints
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Optimal insurance under maxmin expected utility
- Optimal risk transfers in insurance groups
- Pareto-optimal risk sharing with fixed costs per claim
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Optimal insurance design under Vajda condition and exclusion clauses
- Optimal reinsurance design with distortion risk measures and asymmetric information
- Impact of counterparty risk on the reinsurance market
- Equimeasurable rearrangements with capacities
- Arrow's theorem of the deductible with heterogeneous beliefs
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- Optimal insurance contract and coverage levels under loss aversion utility preference
- Mean-variance insurance design with counterparty risk and incentive compatibility
- Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
- Optimal insurance design under mean-variance preference with narrow framing
- Bowley vs. Pareto optima in reinsurance contracting
- Optimal risk management with reinsurance and its counterparty risk hedging
- Pareto-optimal reinsurance with default risk and solvency regulation
- Optimal allocation of policy limits in layer reinsurance treaties
- Pairwise counter-monotonicity
- Equilibria and efficiency in a reinsurance market
- Variance insurance contracts
- Optimal insurance for a prudent decision maker under heterogeneous beliefs
- Optimality of general reinsurance contracts under CTE risk measure
- Stackelberg equilibria with multiple policyholders
- Conditional mean risk sharing of independent discrete losses in large pools
- Subgame perfect Nash equilibria in large reinsurance markets
- Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
- Efficiency in pure-exchange economies with risk-averse monetary utilities
- Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework
- Optimal insurance design with lambda-value-at-risk
- Equilibrium reinsurance and protection strategies for mean-variance insurers under mean-standard-deviation premium principle
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Equilibrium per-loss reinsurance strategy with delay factors and ambiguity aversion under the cooperation framework
- Comonotonicity and Pareto optimality, with application to collaborative insurance
- Insurance demand under government interventions and distorted probabilities
- Moral-hazard-free insurance contract design under the rank-dependent utility theory
- Excess of age transfer policy for life annuities under longevity risk
- Comonotonic improvement under feasibility constraints
- Stackelberg equilibria in monopoly insurance markets with probability weighting
- Optimal insurance with belief heterogeneity and incentive compatibility
This page was built for publication: Pareto efficient insurance contracts when the insurer's cost function is discontinuous
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1404155)
