Competitive insurance market in the presence of ambiguity

DOI10.1016/J.INSMATHECO.2011.09.001MaRDI QIDQ2427809zbMATH OpenOpenAlexFDO

Authors Sajid Anwar, Ming-li Zheng

Publication date 18 April 2012

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2011.09.001

zbMATH Keywords

ambiguitycompetitive equilibriuminsurance marketrisk

Mathematics Subject Classification ID

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Cites work

• A Smooth Model of Decision Making under Ambiguity
• Additive representations of non-additive measures and the Choquet integral
• Ambiguity and the value of information: An almost-objective events analysis
• Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
• Career concerns and ambiguity aversion
• Differentiating ambiguity and ambiguity attitude
• How do information ambiguity and timing of contextual information affect managers' goal congruence in making investment decisions in good times vs. bad times?
• scientific article; zbMATH DE number 3271180 (Why is no real title available?)
• Insurance contracts with imprecise probabilities and adverse selection
• Maxmin expected utility with non-unique prior
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
• Risk, ambiguity and the Savage axioms
• Subjective Probability and Expected Utility without Additivity

Cited in

(14)

• Ambiguity on the insurer's side: the demand for insurance
• Costly risk verification without commitment in competitive insurance markets
• The impact of governmental assistance on insurance demand under ambiguity: a theoretical model and an experimental test
• Optimal insurance under rank-dependent expected utility
• The connection between distortion risk measures and ordered weighted averaging operators
• scientific article; zbMATH DE number 5907985 (Why is no real title available?)
• scientific article; zbMATH DE number 4020795 (Why is no real title available?)
• Welfare-improving ambiguity in insurance markets with asymmetric information
• An economic premium principle under the dual theory of the smooth ambiguity model
• Arrow's theorem of the deductible with heterogeneous beliefs
• The demand for insurance with ambiguous recovery rate
• Ambiguity aversion in the field of insurance: Insurers' attitude to imprecise and conflicting probability estimates
• Insurance pricing under ambiguity
• Effects of uncertainty aversion on the call option market

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