scientific article; zbMATH DE number 3988572

zbMATH Open0611.62134MaRDI QIDQ3750883FDOQ3750883

Authors: Wolf-Rüdiger Heilmann 

Publication date: 1986

Title of this publication is not available (Why is that?)

Recommendations

• Optimal allocation of policy limits and deductibles
• A simple insurance model: optimal coverage and deductible
• The utility of deductibles from the insurer's point of view
• The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies
• Cost estimation and optimization research for a new kind of deductible insurance
• Optimal allocation of policy deductibles for exchangeable risks
• Optimal per claim deductibility in insurance with the possibility of risky investments
• Best upper bounds on risks altered by deductibles under incomplete information
• Optimal insurance design with a bonus
• Optimal insurance in a changing economy

zbMATH Keywords

loss functionreinsurancepremium principlesoptimal retentionexcess of lossquota sharestop lossconditional relative extremumoptimal deductibles

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (10)

• A problem of optimal conditional deductible choice in the classical risk model
• A simple insurance model: optimal coverage and deductible
• Deductibles in health insurance
• FAIR ACTUARIAL VALUES FOR DEDUCTIBLE INSURANCE POLICIES IN THE PRESENCE OF PARAMETER UNCERTAINTY
• Optimal indemnity contracts
• 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
• Best upper bounds on risks altered by deductibles under incomplete information
• Analyzing the demand for deductible insurance

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