Budget-constrained optimal insurance with belief heterogeneity
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Publication:2010896
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Cites work
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Cited in
(21)- Multi-constrained optimal reinsurance model from the duality perspectives
- Budget-constrained optimal retention with an upper limit on the retained loss
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Optimal insurance with belief heterogeneity and incentive compatibility
- Optimal insurance for a prudent decision maker under heterogeneous beliefs
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Insurance pricing in an equilibrium model
- Optimal insurance with divergent beliefs about insurer total default risk
- Arrow's theorem of the deductible with heterogeneous beliefs
- Optimal reinsurance with general premium principles based on RVaR and WVaR
- Bilateral risk sharing with heterogeneous beliefs and exposure constraints
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
- Demand for insurance with nonadditive probabilistic beliefs
- On the optimality of a straight deductible under belief heterogeneity
- Optimal insurance under costly falsification and costly, inexact verification
- Pareto-optimal insurance with an upper limit on the insurer's exposure
- Worst-case moments under partial ambiguity
- Optimal insurance under maxmin expected utility
- Optimal reinsurance designs based on risk measures: a review
- Mean-variance insurance design with counterparty risk and incentive compatibility
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