Strategic underreporting and optimal deductible insurance
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Publication:6668697
DOI10.1017/ASB.2024.14MaRDI QIDQ6668697FDOQ6668697
Authors: Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
Publication date: 22 January 2025
Published in: ASTIN Bulletin (Search for Journal in Brave)
Cites Work
- Mean-variance portfolio optimization with state-dependent risk aversion
- Optimal insurance and generalized deductibles
- Equilibrium in a Reinsurance Market
- On time-inconsistent stochastic control in continuous time
- Optimal insurance under rank-dependent utility and incentive compatibility
- Optimal incentive-compatible insurance with background risk
- Stackelberg differential game for insurance under model ambiguity
- Mean-variance insurance design with counterparty risk and incentive compatibility
- Claiming Strategies and Premium Levels for Bonus Malus Systems
- Adverse Selection, Repeated Insurance Contracts and Annoucement Strategy
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
- Reinsurance games with two reinsurers: tree versus chain
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