Are generalized call-spreads efficient?

DOI10.1016/J.JMATECO.2006.07.008zbMath1162.91368OpenAlexW2011090489MaRDI QIDQ2457249

Guillaume Carlier, Rose-Anne Dana

Publication date: 30 October 2007

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/890

zbMATH Keywords

efficiencydeductibleContractcall-spreadupper-limit

Mathematics Subject Classification ID

Related Items (3)

Optimal risk sharing under distorted probabilities ⋮ Effects of Competition on Insurance Contract Formation ⋮ Behavioral optimal insurance

Cites Work

• Efficient sets with and without the expected utility hypothesis
• \(E\)-capacities and the Ellsberg paradox
• Non-additive measure and integral
• Core of convex distortions of a probability.
• A Schur concave characterization of risk aversion for non-expected utility preferences
• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
• Intertemporal Asset Pricing under Knightian Uncertainty
• A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS

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