Optimal insurance design under background risk with dependence
From MaRDI portal
Publication:1641137
DOI10.1016/j.insmatheco.2018.02.006zbMath1402.91209OpenAlexW2791525349MaRDI QIDQ1641137
Leping Liu, Ziqi Han, Shengwang Meng, ZhiYi Lu
Publication date: 15 June 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.02.006
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items
Structured reinsurance deals with reference to relative market performance, Optimal health insurance with constraints under utility of health, wealth and income, Fractional-degree expectation dependence, On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading, Optimal health insurance and trade-off between health and wealth, Optimal insurance with background risk: an analysis of general dependence structures, OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal insurance design of ambiguous risks
- The optimal insurance under disappointment theories
- An introduction to copulas.
- Stochastic orders
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Optimal reinsurance and stop-loss order
- Pareto efficient insurance contracts when the insurer's cost function is discontinuous
- Optimal insurance design with random initial wealth
- Optimal insurance design with a bonus
- Optimal reinsurance in relation to ordering of risks
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- Optimal risk sharing with background risk
- Optimal insurance design in the presence of exclusion clauses
- Optimal reinsurance with positively dependent risks
- Optimal insurance under multiple sources of risk with positive dependence
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
- Some notions of multivariate positive dependence
- Risk Measures and Comonotonicity: A Review
- Optimal Reinsurance for Variance Related Premium Calculation Principles
- Optimal Reinsurance Revisited – A Geometric Approach
- Optimal insurance and reinsurance policies chosen jointly in the individual risk model
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
- OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH
- Some Concepts of Dependence