Optimal incentive-compatible insurance with background risk
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Cites work
- Optimal insurance contract with stochastic background wealth
- Optimal insurance design under background risk with dependence
- Optimal insurance design with random initial wealth
- Optimal insurance under multiple sources of risk with positive dependence
- Optimal insurance with background risk: an analysis of general dependence structures
- Optimal Reinsurance Revisited – A Geometric Approach
- Optimal reinsurance under mean-variance premium principles
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach
- Optimal reinsurance with positively dependent risks
- Optimal risk sharing with background risk
- Optimum insurance contracts with background risk and higher-order risk attitudes
- Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability
- Risk taking with additive and multiplicative background risks
- The concept of comonotonicity in actuarial science and finance: theory.
Cited in
(36)- Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset
- A note on optimal insurance in the presence of a nonpecuniary background risk
- Background risk and the demand for state-contingent claims
- Optimal insurance design with random initial wealth
- A continuous-time optimal insurance design with costly monitoring
- Optimal insurance design under background risk with dependence
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation
- Optimal health insurance and trade-off between health and wealth
- Optimal insurance with background risk: an analysis of general dependence structures
- The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility
- Optimal insurance design in the presence of exclusion clauses
- Pareto-optimal reinsurance under individual risk constraints
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Optimal insurance contract with stochastic background wealth
- QVI characterization of contingent options in marine mutual insurance
- Optimum insurance contracts with background risk and higher-order risk attitudes
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Distributionally robust goal-reaching optimization in the presence of background risk
- Insurance contract design based on the type of risk preference of the insured
- Optimal insurance under rank-dependent utility and incentive compatibility
- Mean-variance insurance design with counterparty risk and incentive compatibility
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory
- 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
- Optimal insurance with counterparty and additive background risk
- Optimal insurance for repetitive natural disasters under moral hazard
- Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification
- Strategic underreporting and optimal deductible insurance
- Optimal proportional insurance under claim habit
- Optimal insurance design in the presence of government financial assistance
- A revisit of the optimal excess-of-loss contract
- Optimal reinsurance design under the moment-based premium principle: a representative reinsurer's perspective
- Excess Verdicts Insurance
- Optimal insurance with belief heterogeneity and incentive compatibility
- Unifying framework for optimal insurance
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