Convex ordering for insurance preferences
DOI10.1016/J.INSMATHECO.2015.06.005zbMATH Open1348.91134OpenAlexW3123198241MaRDI QIDQ495510FDOQ495510
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: http://hdl.handle.net/10722/217226
Recommendations
average value-at-riskvalue-at-riskconvex orderingKarlin-Novikoff-Stoyan-Taylor crossing conditionsoptimal insurance decision problem
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Utility theory (91B16)
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Cited In (9)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Robust insurance design with distortion risk measures
- Rearrangement inequalities in non-convex insurance models
- Pareto-optimal reinsurance under individual risk constraints
- Risk sharing with multiple indemnity environments
- Golden options in financial mathematics
- Budget-constrained optimal reinsurance design under coherent risk measures
- Optimal insurance design under mean-variance preference with narrow framing
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
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