Regret-based optimal insurance design
From MaRDI portal
Publication:2670106
DOI10.1016/J.INSMATHECO.2021.11.003zbMATH Open1484.91380OpenAlexW3215482840MaRDI QIDQ2670106FDOQ2670106
Authors: Yichun Chi, Sheng Chao Zhuang 
Publication date: 10 March 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.11.003
Recommendations
- Optimal insurance design under rank-dependent expected utility
- Optimal insurance contract and coverage levels under loss aversion utility preference
- Optimal insurance under rank-dependent utility and incentive compatibility
- Optimal insurance design with a bonus
- Optimal insurance design of ambiguous risks
incentive compatibilitycomparative staticsregret theoryoptimal insurance designpartial insurance above a deductible
Cites Work
- Regret in Decision Making under Uncertainty
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Optimal reinsurance under risk and uncertainty
- Disappointment in Decision Making Under Uncertainty
- Optimal risk sharing with background risk
- Insurance with multiple insurers: a game-theoretic approach
- Regret theory with general choice sets
- Optimal insurance design under rank-dependent expected utility
- Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment
- The optimal insurance under disappointment theories
- Insurance and Individual Incentives in Adaptive Contexts
- An axiomatic foundation for regret theory
- Optimal insurance under rank-dependent utility and incentive compatibility
- A non-Bayesian theory of state-dependent utility
- Optimal insurance with background risk: an analysis of general dependence structures
Cited In (4)
This page was built for publication: Regret-based optimal insurance design
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2670106)
