Rearrangement inequalities in non-convex insurance models
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Publication:2387404
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Cites work
- scientific article; zbMATH DE number 193053 (Why is no real title available?)
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 3109574 (Why is no real title available?)
- A Schur concave characterization of risk aversion for non-expected utility preferences
- A general model of insurance under adverse selection
- A necessary and sufficient condition for rationalizability in a quasilinear context
- An Inequality for Rearrangements
- Comparison methods for stochastic models and risks
- Core of convex distortions of a probability.
- Equilibrium Points in Nonzero-Sum n-Person Submodular Games
- Existence and monotonicity of solutions to moral hazard problems
- Extended Hardy-Littlewood inequalities and applications to the calculus of variations
- Inequalities for E k(X, Y) when the marginals are fixed
- Inequalities: theory of majorization and its applications
- Measure preserving transformations and rearrangements
- Minimizing a Submodular Function on a Lattice
- Monopoly and product quality
- Monotone Comparative Statics
- Nash equilibrium with strategic complementarities
- One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
- Pareto efficient insurance contracts when the insurer's cost function is discontinuous
- Pareto-optimal risk sharing with fixed costs per claim
- Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities
- Sensitivity analysis of multisector optimal economic dynamics
- The economics of risk and time
Cited in
(33)- Reinsurance contract design with adverse selection
- On the optimality of a straight deductible under belief heterogeneity
- Budget-constrained optimal insurance with belief heterogeneity
- Multivariate comonotonicity
- Co-monotonicity of optimal investments and the design of structured financial products
- On the existence of a representative reinsurer under heterogeneous beliefs
- Optimal insurance under rank-dependent expected utility
- Optimal insurance design under belief-dependent utility and ambiguity
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
- Differentiability properties of rank-linear utilities
- The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018)
- Optimality of general reinsurance contracts under CTE risk measure
- Optimal reinsurance design: a mean-variance approach
- Erratum to ``Behavioral portfolio selection in continuous time
- Optimal demand for contingent claims when agents have law invariant utilities
- Equimeasurable rearrangements with capacities
- Optimal insurance design with a bonus
- Optimal measure preserving derivatives revisited
- Concave distortion risk minimizing reinsurance design under adverse selection
- Optimal insurance with background risk: an analysis of general dependence structures
- Vigilant measures of risk and the demand for contingent claims
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- Variance insurance contracts
- Optimal insurance for a prudent decision maker under heterogeneous beliefs
- Optimal stopping under probability distortion
- Optimal insurance with belief heterogeneity and incentive compatibility
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Optimal risk sharing with background risk
- Measure preserving derivatives and the pricing kernel puzzle
- Optimal insurance design under rank-dependent expected utility
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
- Stackelberg equilibria with multiple policyholders
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