Addressing ambiguity in randomized reinsurance contracts using belief functions

DOI10.1007/978-3-031-17801-6_27MaRDI QIDQ6160938zbMATH OpenOpenAlexFDO

Authors Davide Petturiti, G. Stabile, Barbara Vantaggi

Publication date 2 June 2023

Published in Belief Functions: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-17801-6_27

zbMATH Keywords

belief functionDempster-Shafer approximationreinsurance contract

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Recommendations

• On randomized reinsurance contracts
• Optimal insurance design of ambiguous risks
• Robust reinsurance contracts in continuous time
• Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
• Robust reinsurance contracts with risk constraint

Cites work

• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 3560492 (Why is no real title available?)
• 2-monotone outer approximations of coherent lower probabilities
• Lower Previsions
• Non-additive measure and integral
• On randomized reinsurance contracts
• On the selection of an optimal outer approximation of a coherent lower probability
• Outer approximating coherent lower probabilities with belief functions
• Set functions, games and capacities in decision making
• Upper and Lower Probabilities Induced by a Multivalued Mapping

Cited in

(1)

• Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions

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