Behavioral optimal insurance
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Publication:654822
DOI10.1016/J.INSMATHECO.2011.04.008zbMATH Open1229.91167OpenAlexW2029246395MaRDI QIDQ654822FDOQ654822
Authors: Juan-Miguel Gracia 
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.04.008
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non-convex optimizationcumulative prospect theorybehavioral financeoptimal insurancegeneralized insurance layer
Nonconvex programming, global optimization (90C26) Utility theory (91B16) Actuarial science and mathematical finance (91G99)
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- Are generalized call-spreads efficient?
Cited In (28)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
- Optimal reinsurance under general law-invariant risk measures
- Optimal insurance design under belief-dependent utility and ambiguity
- Behavioral premium principles
- Optimal insurance under rank-dependent expected utility
- Are quantile risk measures suitable for risk-transfer decisions?
- Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers
- Optimal insurance in the presence of insurer's loss limit
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment
- Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
- Behavioral portfolio selection: asymptotics and stability along a sequence of models
- Title not available (Why is that?)
- Concave distortion risk minimizing reinsurance design under adverse selection
- Optimal insurance with background risk: an analysis of general dependence structures
- Title not available (Why is that?)
- Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers
- Optimal reinsurance and investment strategy with two piece utility function
- Optimal reinsurance with premium constraint under distortion risk measures
- Convex ordering for insurance preferences
- The optimal insurance under disappointment theories
- Optimal insurance design under mean-variance preference with narrow framing
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
- Reinsurance contract design with adverse selection
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- The connection between distortion risk measures and ordered weighted averaging operators
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