Insurance bargaining under ambiguity

DOI10.1016/J.INSMATHECO.2013.10.001zbMATH Open1290.91089OpenAlexW2008012467MaRDI QIDQ2015652FDOQ2015652

Authors: Rachel J. Huang, Yi-Chieh Huang, Larry Y. Tzeng 

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.001

Recommendations

• Optimal insurance design of ambiguous risks
• Optimal insurance under adverse selection and ambiguity aversion
• Two-person insurance negotiation
• Ambiguity on the insurer's side: the demand for insurance
• Welfare-improving ambiguity in insurance markets with asymmetric information

zbMATH Keywords

ambiguityambiguity aversioncooperative bargainingnoncooperative bargaininginsurance bargaining

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Maxmin expected utility with non-unique prior
• The bargaining problem
• Subjective Probability and Expected Utility without Additivity
• Perfect Equilibrium in a Bargaining Model
• Title not available (Why is that?)
• A Smooth Model of Decision Making under Ambiguity
• Differentiating ambiguity and ambiguity attitude
• Ambiguity aversion and the propensities for self-insurance and self-protection
• Two-person insurance negotiation
• On risk aversion and bargaining outcomes.
• Bargaining solutions without the expected utility hypothesis
• Optimal insurance design of ambiguous risks
• Portfolio choices and asset prices: the comparative statics of ambiguity aversion
• Ambiguity aversion in the field of insurance: Insurers' attitude to imprecise and conflicting probability estimates
• Ambiguity and the value of information
• Ambiguity aversion, higher-order risk attitude and optimal effort
• The value of a statistical life under ambiguity aversion
• Prudence in bargaining: The effect of uncertainty on bargaining outcomes

Cited In (8)

• Insurance as a lemons market: coverage denials and pooling
• An economic premium principle under the dual theory of the smooth ambiguity model
• Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator
• Competitive insurance market in the presence of ambiguity
• Construction of a negotiation set for competitive interaction between two insurance companies
• Two-person insurance negotiation
• Insurance pricing under ambiguity
• Optimal insurance design under asymmetric Nash bargaining

This page was built for publication: Insurance bargaining under ambiguity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2015652)