Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage
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Publication:2030634
Recommendations
- Optimal coverage for incompletely reliable insurance
- Optimal insurance with divergent beliefs about insurer total default risk
- Optimal insurance contract and coverage levels under loss aversion utility preference
- Insurance with heterogeneous preferences
- Uncertain indemnity and the demand for insurance
Cites work
- A fair procedure in insurance
- An Industrial Organization Theory of Risk Sharing
- Changes in Background Risk and Risk Taking Behavior
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
- scientific article; zbMATH DE number 1190534 (Why is no real title available?)
- scientific article; zbMATH DE number 3179593 (Why is no real title available?)
- Impact of counterparty risk on the reinsurance market
- Monotonic averages of convex functions
- New results on the relationship among risk aversion, prudence and temperance
- On expected utility for financial insurance portfolios with stochastic dependencies
- On the property of monotonic convergence for Beta operators
- Optimal coverage for incompletely reliable insurance
- Optimal reinsurance with multiple tranches
- Prudence in bargaining: The effect of uncertainty on bargaining outcomes
- Representing risk preferences in expected utility based decision models
- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- The role of a representative reinsurer in optimal reinsurance
- The values of relative risk aversion and prudence: a context-free interpretation
- Weighted inequalities and negative binomials
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