Competitive insurance pricing with complete information, loss-averse utility and finitely many policies

DOI10.1016/J.INSMATHECO.2015.09.009zbMATH Open1348.91157OpenAlexW1946383648MaRDI QIDQ903323FDOQ903323

Authors: Peter-Jürgen Jost 

Publication date: 5 January 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.09.009

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zbMATH Keywords

loss aversioncomplete informationcomplete (full) insuranceproduction costscompetitive market

Mathematics Subject Classification ID

Cites Work

• Equilibrium points in n -person games
• Advances in prospect theory: cumulative representation of uncertainty
• Reexamination of the perfectness concept for equilibrium points in extensive games
• Insurance pricing with complete information, state-dependent utility, and production costs
• Monopoly, Non-Linear Pricing and Imperfect Information: The Insurance Market
• Title not available (Why is that?)
• Optimal portfolio choice for an insurer with loss aversion
• Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman
• Market structure and risk taking in the banking industry
• Integrating long-term care insurance purchase decisions with saving and investment for retirement
• Title not available (Why is that?)

Cited In (5)

• Information design in competitive insurance markets
• Insurance pricing with complete information, state-dependent utility, and production costs
• Optimal insurance contract specification in the upstream sector of the oil and gas industry
• Pricing optional group term insurance: a new approach using reservation prices
• Pricing high-risk and low-risk insurance contracts with incomplete information and production costs

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