OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK
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Publication:5152553
DOI10.1017/asb.2021.7zbMath1478.91163OpenAlexW3142295492MaRDI QIDQ5152553
Publication date: 24 September 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2021.7
background riskincentive compatibilitymean-variance preferenceoptimal insurance designconditional expectation function
Related Items (8)
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility ⋮ Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation ⋮ Pareto-optimal reinsurance under individual risk constraints ⋮ Bilateral risk sharing in a comonotone market with rank-dependent utilities ⋮ Optimal insurance design under belief-dependent utility and ambiguity ⋮ Bowley solution under the reinsurer's default risk ⋮ Optimal insurance for a prudent decision maker under heterogeneous beliefs ⋮ MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY
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