Pareto-optimal insurance policies: the case of normal summary risk

DOI10.1007/S10958-005-0434-2MaRDI QIDQ2255587zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 17 February 2015

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-005-0434-2

zbMATH Keywords

insurance policiesnormal summary riskPareto-optimality

Mathematics Subject Classification ID

Recommendations

• Pareto-optimal insurance contracts with premium budget and minimum charge constraints
• Pareto-optimal Contracts in an Insurance Market
• The Pareto-optimal design of term life insurance contracts
• Pareto-optimal risk sharing with fixed costs per claim
• Insurance with multiple insurers: a game-theoretic approach

Cites work

• Franchise optimization in the static insurance model
• scientific article; zbMATH DE number 3159879 (Why is no real title available?)
• scientific article; zbMATH DE number 3945836 (Why is no real title available?)
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 5251923 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Optimal indemnity contracts
• Perspectives of Risk Sharing
• Utility Functions

Cited in

(13)

• Guaranteed renewability with group insurance
• Pareto efficient insurance contracts when the insurer's cost function is discontinuous
• Robust and Pareto optimality of insurance contracts
• Insurance with heterogeneous preferences
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints
• Multivariate risk sharing and the derivation of individually rational Pareto optima
• Equitable insurance premium schemes
• The Pareto-optimal design of term life insurance contracts
• Pareto-optimal risk sharing with fixed costs per claim
• The optimal trading partner for reciprocal insurance treaties¹
• Pareto-optimal Contracts in an Insurance Market
• Pareto-optimal insurance with an upper limit on the insurer's exposure
• Insurance with multiple insurers: a game-theoretic approach

This page was built for publication: Pareto-optimal insurance policies: the case of normal summary risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2255587)