A simple insurance model: optimal coverage and deductible
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Publication:286017
DOI10.1007/S10479-013-1469-2zbMATH Open1341.91091OpenAlexW2073658194MaRDI QIDQ286017FDOQ286017
Adi Ben-Israel, Christopher Gaffney
Publication date: 19 May 2016
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1469-2
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Cites Work
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- Handbook of Insurance
- Enterprise Risk Management Models
- Optimal insurance and generalized deductibles
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Optimal insurance in the presence of insurer's loss limit
Cited In (8)
- On coverage limits and deductibles for SAI loss severities
- Title not available (Why is that?)
- Optimal allocation of a fixed production under price uncertainty
- Optimal per claim deductibility in insurance with the possibility of risky investments
- Arrow's theorem of the deductible and long-term care insurance
- The utility of deductibles from the insurer's point of view
- Sum of squares of uniform random variables
- Property insurance, quality and reservation premium: a note
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