Ambiguity on the insurer's side: the demand for insurance
From MaRDI portal
Publication:2348006
Recommendations
Cites work
- A Smooth Model of Decision Making under Ambiguity
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
- Competitive insurance market in the presence of ambiguity
- Core of convex distortions of a probability.
- Equimeasurable rearrangements with capacities
- Generalized Measure Theory
- scientific article; zbMATH DE number 3680123 (Why is no real title available?)
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- scientific article; zbMATH DE number 1404324 (Why is no real title available?)
- scientific article; zbMATH DE number 3238721 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- Infinite dimensional analysis. A hitchhiker's guide.
- Integral Representation Without Additivity
- Non-additive measure and integral
- Optimal insurance design of ambiguous risks
- Optimal insurance design under rank-dependent expected utility
- Optimal insurance under Wang's premium principle.
- Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Portfolio choice via quantiles
- Stochastic finance. An introduction in discrete time.
- Subjective Probability and Expected Utility without Additivity
- Symmetric upper probabilities
- Symmetric, coherent, Choquet capacities
- The Dual Theory of Choice under Risk
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
- Vigilant measures of risk and the demand for contingent claims
Cited in
(25)- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
- Budget-constrained optimal insurance with belief heterogeneity
- Insurance bargaining under ambiguity
- Bipolar behavior of submodular, law-invariant capacities
- Vigilant measures of risk and the demand for contingent claims
- Optimal insurance under rank-dependent expected utility
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
- An optimal insurance design problem under Knightian uncertainty
- scientific article; zbMATH DE number 1996546 (Why is no real title available?)
- Uncertain indemnity and the demand for insurance
- An economic premium principle under the dual theory of the smooth ambiguity model
- scientific article; zbMATH DE number 6800896 (Why is no real title available?)
- Optimal insurance design of ambiguous risks
- Budget-constrained optimal retention with an upper limit on the retained loss
- Optimal reinsurance design with distortion risk measures and asymmetric information
- BE CAUTIOUS IN THE LAST MONTH: THE SUNK COST FALLACY HELD BY CAR INSURANCE POLICYHOLDERS
- Bilateral risk sharing with heterogeneous beliefs and exposure constraints
- Arrow's theorem of the deductible with heterogeneous beliefs
- Credibility in Favor of Unlucky Insureds
- Optimal insurance design under belief-dependent utility and ambiguity
- Optimal insurance for a prudent decision maker under heterogeneous beliefs
- Risk sharing under heterogeneous beliefs without convexity
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Risk sharing with lambda value-at-risk under heterogeneous beliefs
- Optimal insurance with belief heterogeneity and incentive compatibility
This page was built for publication: Ambiguity on the insurer's side: the demand for insurance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2348006)