Optimal insurance in the presence of insurer's loss limit
From MaRDI portal
Publication:659226
DOI10.1016/j.insmatheco.2009.11.002zbMath1231.91262OpenAlexW2015487867MaRDI QIDQ659226
Chunyang Zhou, Wenfeng Wu, Chongfeng Wu
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.11.002
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (22)
Insurance choice under third degree stochastic dominance ⋮ A simple insurance model: optimal coverage and deductible ⋮ Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit ⋮ Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave ⋮ VaR criteria for optimal limited change-loss and truncated change-loss reinsurance ⋮ Optimal insurance and reinsurance policies chosen jointly in the individual risk model ⋮ A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints ⋮ Optimal health insurance with constraints under utility of health, wealth and income ⋮ The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies ⋮ Optimal reinsurance with general premium principles based on RVaR and WVaR ⋮ Pareto-optimal insurance with an upper limit on the insurer's exposure ⋮ Variance insurance contracts ⋮ Optimality of general reinsurance contracts under CTE risk measure ⋮ Optimal health insurance and trade-off between health and wealth ⋮ Unnamed Item ⋮ A methodology for integrated critical spare parts and insurance management ⋮ PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES ⋮ The bounds of premium and optimality of stop loss insurance under uncertain random environments ⋮ Budget-constrained optimal insurance without the nonnegativity constraint on indemnities ⋮ Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures ⋮ Optimal reinsurance with premium constraint under distortion risk measures ⋮ Budget-constrained optimal retention with an upper limit on the retained loss
Cites Work
This page was built for publication: Optimal insurance in the presence of insurer's loss limit
