A simple insurance model: optimal coverage and deductible

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

zbMATH Keywords

deductibleinsuranceMarkowitz mean-variance modeloptimal coverage

Mathematics Subject Classification ID

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 (6)

• 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
• Sum of squares of uniform random variables

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