Editorial to the special issue on behavioral insurance: mathematics and economics

DOI10.1016/J.INSMATHECO.2021.06.001MaRDI QIDQ2665836zbMATH OpenOpenAlexFDO

Authors

Publication date 19 November 2021

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.06.001

zbMATH Keywords

habit formationinsurance demand and annuitizationloss aversionprobability weightingself-excitation

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial mathematics (91G05)

Cites work

• Asset Prices in an Exchange Economy with Habit Formation
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
• Explicit solutions of optimal consumption, investment and insurance problems with regime switching
• Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
• Optimal insurance demand under marked point processes shocks.
• Optimal insurance design under rank-dependent expected utility
• Optimal insurance in a continuous-time model
• Optimal investment, consumption-leisure, insurance and retirement choice
• Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
• Personal non-life insurance decisions and the welfare loss from flat deductibles
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
• Portfolio choice via quantiles
• Risk aversion in RDEU
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Spectra of some self-exciting and mutually exciting point processes
• The Dual Theory of Choice under Risk

Cited in

(1)

• Correction to: ``Self-insurance and saving under a two-argument utility framework

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