The optimal insurance under disappointment theories
DOI10.1016/J.INSMATHECO.2015.04.004zbMATH Open1348.91133OpenAlexW2067571299MaRDI QIDQ495453FDOQ495453
Authors: K. C. Cheung, Wing Fung Chong, Sheung Chi Phillip Yam 
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.04.004
Recommendations
positive dependencedeductible insurancedisappointment theoriesoptimal insurancesingle layer indemnity
Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)
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Cited In (17)
- Budget-constrained optimal retention with an upper limit on the retained loss
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Budget-constrained optimal insurance with belief heterogeneity
- Optimal insurance design under Vajda condition and exclusion clauses
- Disappointment aversion premium principle
- Optimal insurance under maxmin expected utility
- Behavioral optimal insurance
- A constraint-free approach to optimal reinsurance
- Optimal insurance design under background risk with dependence
- Risk sharing with multiple indemnity environments
- Optimal insurance in the presence of reinsurance
- Optimal reinsurance and investment strategy with two piece utility function
- Regret-based optimal insurance design
- Convex ordering for insurance preferences
- Optimal insurance design under mean-variance preference with narrow framing
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
- Pareto-optimal insurance with an upper limit on the insurer's exposure
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