PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES
From MaRDI portal
Publication:4629472
DOI10.1017/asb.2019.40zbMath1419.91384OpenAlexW4250326136WikidataQ128282008 ScholiaQ128282008MaRDI QIDQ4629472
Mogens Steffensen, Julie Thøgersen
Publication date: 27 March 2019
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://curis.ku.dk/ws/files/244278766/OA_Personal_non_life_insurance_decisions_and_the_welfare_lossfrom_flat_deductibles.pdf
Related Items
Editorial to the special issue on behavioral insurance: mathematics and economics, Demand for non-life insurance under habit formation, Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Cites Work
- Unnamed Item
- Optimal investment and reinsurance of an insurer with model uncertainty
- Optimal insurance in the presence of insurer's loss limit
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
- A martingale approach to premium calculation principles in an arbitrage free market
- Optimal investment for insurer with jump-diffusion risk process
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
- On minimizing the ruin probability by investment and reinsurance
- Optimal insurance in a continuous-time model
- Explicit solutions of optimal consumption, investment and insurance problems with regime switching
- Optimal expected exponential utility of dividend payments in a Brownian risk model
- Optimal insurance and reinsurance policies chosen jointly in the individual risk model
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
