Optimal coverage for incompletely reliable insurance

DOI10.1016/J.ECONLET.2006.11.023MaRDI QIDQ1934085zbMATH OpenOpenAlexFDO

Authors Olivier Mahul, Brian D. Wright

Publication date 28 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.11.023

zbMATH Keywords

default riskincomplete marketsinsurance contract designpartial payment

Mathematics Subject Classification ID

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Cites work

• Risk Aversion in the Small and in the Large

Cited in

(11)

• Designing and pricing menus of extended warranty contracts
• Optimal insurance with divergent beliefs about insurer total default risk
• Compensation for what? An analysis of insurance strategies for repairable assets
• Optimal insurance under costly falsification and costly, inexact verification
• A simple insurance model: optimal coverage and deductible
• Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage
• Optimal claim behaviour for third-party liability insurances with perfect information
• Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset
• Impact of counterparty risk on the reinsurance market
• Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
• Can price collars increase insurance loss coverage?

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