Optimal insurance with divergent beliefs about insurer total default risk
From MaRDI portal
Publication:1415488
DOI10.1023/A:1025680924004zbMath1054.91050OpenAlexW1575986182MaRDI QIDQ1415488
J. David Cummins, Olivier Mahul
Publication date: 4 December 2003
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1025680924004
Related Items
An optimal insurance design problem under Knightian uncertainty ⋮ Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility ⋮ Pareto-optimal reinsurance with default risk and solvency regulation ⋮ Arrow's Theorem of the Deductible with Heterogeneous Beliefs ⋮ Impact of Counterparty Risk on the Reinsurance Market ⋮ Optimal insurance contract and coverage levels under loss aversion utility preference ⋮ Equilibrium recoveries in insurance markets with limited liability ⋮ Designing and pricing menus of extended warranty contracts ⋮ Insurance with heterogeneous preferences ⋮ DIVERSIFICATION IN CATASTROPHE INSURANCE MARKETS ⋮ MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY ⋮ Catastrophe insurance equilibrium with correlated claims