Rearrangement inequalities in non-convex insurance models
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Publication:2387404
DOI10.1016/J.JMATECO.2004.12.004zbMATH Open1106.91038OpenAlexW2039595170MaRDI QIDQ2387404FDOQ2387404
Authors: Guillaume Carlier, R. A. Dana 
Publication date: 2 September 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://basepub.dauphine.fr/handle/123456789/5389
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Cited In (33)
- 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 design under belief-dependent utility and ambiguity
- Optimal insurance under rank-dependent expected utility
- Differentiability properties of rank-linear utilities
- Two-persons efficient risk-sharing and equilibria for concave law-invariant 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)
- Optimal reinsurance design: a mean-variance approach
- Optimality of general reinsurance contracts under CTE risk measure
- Erratum to ``Behavioral portfolio selection in continuous time
- Optimal demand for contingent claims when agents have law invariant utilities
- Equimeasurable rearrangements with capacities
- Optimal measure preserving derivatives revisited
- Optimal insurance design with a bonus
- 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
- Reinsurance contract design with adverse selection
- On the optimality of a straight deductible under belief heterogeneity
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