Optimal insurance design of ambiguous risks
From MaRDI portal
Publication:476148
DOI10.1007/S00199-014-0845-8zbMATH Open1319.91095OpenAlexW1574770848MaRDI QIDQ476148FDOQ476148
Authors: Christian Gollier 
Publication date: 28 November 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/16712/1/Gollier_16712.pdf
Recommendations
- Optimal insurance contracts under distortion risk measures with ambiguity aversion
- Ambiguity on the insurer's side: the demand for insurance
- Optimal insurance under adverse selection and ambiguity aversion
- An optimal insurance design problem under Knightian uncertainty
- Optimal insurance under maxmin expected utility
Cites Work
- Maxmin expected utility with non-unique prior
- Risk, ambiguity and the Savage axioms
- A Smooth Model of Decision Making under Ambiguity
- Recursive smooth ambiguity preferences
- Differentiating ambiguity and ambiguity attitude
- The economics of risk and time
- Alpha as ambiguity: robust mean-variance portfolio analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- Ambiguity, learning, and asset returns
- Optimal insurance and generalized deductibles
- Monotone Comparative Statics under Uncertainty
- Increases in risk and deductible insurance
- Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Definitions of ambiguous events and the smooth ambiguity model
- Ambiguity aversion and trade
- Dynamic consistency for non-expected utility preferences
- The dual theory of the smooth ambiguity model
Cited In (39)
- Reinsurance contract design with heterogeneous beliefs and learning
- Optimal insurance design under Vajda condition and exclusion clauses
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
- Ambiguity on the insurer's side: the demand for insurance
- Optimal insurance design under belief-dependent utility and ambiguity
- Optimal insurance with divergent beliefs about insurer total default risk
- Optimal insurance under rank-dependent expected utility
- Ambiguity sharing and the lack of relative performance evaluation
- Optimal insurance under maxmin expected utility
- An economic premium principle under the dual theory of the smooth ambiguity model
- Are generalized call-spreads efficient?
- A continuous-time optimal insurance design with costly monitoring
- Robust reinsurance contracts with uncertainty about jump risk
- Optimal proportional reinsurance with a loss-dependent premium principle
- Optimal insurance design under background risk with dependence
- Sharing ambiguous risks
- Optimal insurance design with a bonus
- On ambiguity apportionment
- S-shaped narrow framing, skewness and the demand for insurance
- Arrow's theorem of the deductible with heterogeneous beliefs
- Optimal XL-insurance under Wasserstein-type ambiguity
- Regret-based optimal insurance design
- Restricted increases in risk aversion and their application
- Insurance pricing under ambiguity
- Optimal insurance under adverse selection and ambiguity aversion
- Insurance contracts with imprecise probabilities and adverse selection
- Ambiguous implementation: the partition model
- Optimal insurance contract and coverage levels under loss aversion utility preference
- Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study
- Reinsurance contracts under Stackelberg game and market equilibrium
- Ambiguity, optimism, and pessimism in adverse selection models
- Title not available (Why is that?)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Insurance bargaining under ambiguity
- An optimal insurance design problem under Knightian uncertainty
- Optimal insurance design under rank-dependent expected utility
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
- Optimal insurance design with random initial wealth
- Optimal insurance contracts under distortion risk measures with ambiguity aversion
This page was built for publication: Optimal insurance design of ambiguous risks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q476148)
