ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY

DOI10.1017/asb.2018.30zbMath1419.91353OpenAlexW2595573420WikidataQ128816282 ScholiaQ128816282MaRDI QIDQ4629480

Yichun Chi

Publication date: 27 March 2019

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2018.30

zbMATH Keywords

heterogeneous beliefsdeductible insurance\textit{ex post} moral hazardArrow's theorem of the deductiblemonotone hazard rate order

Mathematics Subject Classification ID

Related Items (19)

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Cites Work

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• Stochastic orders
• Optimal reinsurance in relation to ordering of risks
• Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
• Rearrangement inequalities in non-convex insurance models
• Belief Disagreements and Collateral Constraints
• Arrow's Theorem of the Deductible with Heterogeneous Beliefs
• OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH

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