Strategic underreporting and optimal deductible insurance

DOI10.1017/ASB.2024.14MaRDI QIDQ6668697zbMATH OpenFDO

Authors Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou

Publication date 22 January 2025

Published in ASTIN Bulletin (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1017/ASB.2024.14

zbMATH Keywords

bonus-malus systemmoral hazardNash equilibriumoptimal insuranceunderreporting losses

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites work

• Adverse Selection, Repeated Insurance Contracts and Annoucement Strategy
• Claiming Strategies and Premium Levels for Bonus Malus Systems
• Equilibrium in a Reinsurance Market
• Mean-variance insurance design with counterparty risk and incentive compatibility
• Mean-variance portfolio optimization with state-dependent risk aversion
• On time-inconsistent stochastic control in continuous time
• Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
• Optimal incentive-compatible insurance with background risk
• Optimal insurance and generalized deductibles
• Optimal insurance under rank-dependent utility and incentive compatibility
• Reinsurance games with two reinsurers: tree versus chain
• Stackelberg differential game for insurance under model ambiguity

Cited in

(5)

• Optimal proportional insurance under claim habit
• Equilibrium reinsurance and protection strategies for mean-variance insurers under mean-standard-deviation premium principle
• Optimal loss reporting in continuous time with full insurance
• Continuous-time optimal reporting with full insurance under the mean-variance criterion
• Self-Protection and Insurance Demand with Convex Premium Principles

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