Bowley Insurance with Expected Utility Maximization of the Policyholders

DOI10.1080/10920277.2023.2213295zbMATH Open1546.91218MaRDI QIDQ6583014FDOQ6583014

Authors: Tim J. Boonen, Wenjun Jiang 

Publication date: 5 August 2024

Published in: North American Actuarial Journal (Search for Journal in Brave)

Recommendations

• Bowley solution of a mean-variance game in insurance
• Bowley reinsurance with asymmetric information on the insurer's risk preferences
• Bowley vs. Pareto optima in reinsurance contracting
• Risk-adjusted bowley reinsurance under distorted probabilities

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Utility theory (91B16) Multistage and repeated games (91A20)

Cites Work

• Nonlinear multiobjective optimization
• The economics of risk and time
• Optimal insurance and generalized deductibles
• Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
• Insurance with heterogeneous preferences
• Optimal insurance design under rank-dependent expected utility
• Title not available (Why is that?)
• Risk-adjusted bowley reinsurance under distorted probabilities
• Monopoly insurance under adverse selection when agents differ in risk aversion
• Optimal reinsurance with model uncertainty and Stackelberg game
• Bowley reinsurance with asymmetric information on the insurer's risk preferences
• Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
• S-shaped narrow framing, skewness and the demand for insurance
• A Bowley solution with limited ceded risk for a monopolistic reinsurer
• Bowley vs. Pareto optima in reinsurance contracting

Cited In (1)

• Bowley vs. Pareto optima in reinsurance contracting

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