Pareto-optimal Contracts in an Insurance Market

DOI10.2143/AST.35.2.2003458MaRDI QIDQ5490598zbMATH OpenOpenAlexFDO

Authors

Publication date 4 October 2006

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.35.2.2003458

Mathematics Subject Classification ID

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Cites work

• A Limit Theorem on the Core of an Economy
• Franchise optimization in the static insurance model
• scientific article; zbMATH DE number 3256931 (Why is no real title available?)
• Lotteries, insurance, and star-shaped utility functions
• Other Solutions to Nash's Bargaining Problem
• The bargaining problem

Cited in

(27)

• Pareto efficient insurance contracts when the insurer's cost function is discontinuous
• Robust and Pareto optimality of insurance contracts
• Borch's theorem from the perspective of comonotonicity
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints
• Pareto-optimal insurance policies: the case of normal summary risk
• Optimal reinsurance with positively dependent risks
• Are generalized call-spreads efficient?
• Optimal collective investment: an analysis of individual welfare
• A coinsurance model and ruin probability: insights from Pareto optimal risk transferring in an insurance market
• General Pareto Optimal Allocations and Applications to Multi-Period Risks
• Optimal Insurance and Reinsurance Policies in the Risk Process
• Pareto Optimality and Equilibrium in an Insurance Market
• The Pareto-optimal design of term life insurance contracts
• The optimal insurance contract in a competitive market
• Pareto-optimal risk sharing with fixed costs per claim
• Risk exchange I: A unification of some existing results
• Risk exchange II: Optimal reinsurance contracts
• Second-Best Insurance Contract Design in an Incomplete Market
• The optimal trading partner for reciprocal insurance treaties¹
• scientific article; zbMATH DE number 1918636 (Why is no real title available?)
• scientific article; zbMATH DE number 1418009 (Why is no real title available?)
• Effects of competition on insurance contract formation
• Bowley vs. Pareto optima in reinsurance contracting
• Pareto-optimal insurance with an upper limit on the insurer's exposure
• Rights to retrade, free-riding and insurance requirement
• Insurance with multiple insurers: a game-theoretic approach
• Pareto optimal chains of reinsurance

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