Optimal insurance with background risk: an analysis of general dependence structures
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Publication:2211343
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Cites work
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- Behavioral optimal insurance
- scientific article; zbMATH DE number 3591262 (Why is no real title available?)
- scientific article; zbMATH DE number 3238721 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- On the optimal reinsurance problem
- Optimal insurance design under background risk with dependence
- Optimal insurance design under rank-dependent expected utility
- Optimal insurance design with random initial wealth
- Optimal insurance under multiple sources of risk with positive dependence
- Optimal insurance under rank-dependent utility and incentive compatibility
- Optimal insurance under Wang's premium principle.
- Optimal reinsurance in relation to ordering of risks
- Optimal reinsurance under mean-variance premium principles
- Optimal reinsurance with general risk measures
- Optimal reinsurance with positively dependent risks
- Optimal risk sharing with background risk
- Optimum insurance contracts with background risk and higher-order risk attitudes
- Pareto efficient insurance contracts when the insurer's cost function is discontinuous
- Rearrangement inequalities in non-convex insurance models
- Some Concepts of Dependence
- Stochastic orders
Cited in
(34)- A note on optimal insurance in the presence of a nonpecuniary background risk
- Background risk and the demand for state-contingent claims
- Optimal insurance design under background risk with dependence
- Risk sharing with multiple indemnity environments
- On expected utility for financial insurance portfolios with stochastic dependencies
- Optimal insurance design in the presence of exclusion clauses
- Optimal insurance under multiple sources of risk with positive dependence
- Structured reinsurance deals with reference to relative market performance
- Regret-based optimal insurance design
- Risk transference constraints in optimal reinsurance
- The effect of risk constraints on the optimal insurance policy
- Pareto-optimal reinsurance under individual risk constraints
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Optimal insurance under maxmin expected utility
- Optimal insurance contract with stochastic background wealth
- Optimum insurance contracts with background risk and higher-order risk attitudes
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Distributionally robust goal-reaching optimization in the presence of background risk
- Optimal incentive-compatible insurance with background risk
- Mean-variance insurance design with counterparty risk and incentive compatibility
- An insurer's optimal strategy towards a new independent business
- Optimal risk management with reinsurance and its counterparty risk hedging
- Variance insurance contracts
- Optimal insurance for a prudent decision maker under heterogeneous beliefs
- Optimal insurance with counterparty and additive background risk
- Stackelberg equilibrium strategies between insurance demand and government interventions
- Optimal reinsurance design under convex premium principles and distortion risk measures
- Pareto-optimal reinsurance under Vajda condition and heterogenous beliefs
- Optimal insurance design in the presence of government financial assistance
- Optimal insurance design under distortion risk measures with variance constraint
- Optimal reinsurance design under the moment-based premium principle: a representative reinsurer's perspective
- Optimal reinsurance under endogenous default and background risk
- Self-Protection and Insurance Demand with Convex Premium Principles
- Excess of age transfer policy for life annuities under longevity risk
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