ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY
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Publication:4629480
DOI10.1017/asb.2018.30zbMath1419.91353OpenAlexW2595573420WikidataQ128816282 ScholiaQ128816282MaRDI QIDQ4629480
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
heterogeneous beliefsdeductible insurance\textit{ex post} moral hazardArrow's theorem of the deductiblemonotone hazard rate order
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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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