An optimal insurance strategy for an individual under an intertemporal equilibrium
From MaRDI portal
(Redirected from Publication:939360)
Recommendations
- The optimal insurance strategy in complete market
- Optimal insurance in a continuous-time model
- Optimal insurance under the insurer's risk constraint
- Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital
- The optimal reinsurance strategy -- the individual claim case
Cites work
- Equilibrium in a Reinsurance Market
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- On convex principles of premium calculation
- Optimal insurance and generalized deductibles
- Optimal insurance under Wang's premium principle.
- Optimal reinsurance under general risk measures
- Put Option Premiums and Coherent Risk Measures
- Unifying framework for optimal insurance
Cited in
(7)- Optimal insurance in a continuous-time model
- The optimal insurance strategy in complete market
- Optimal dynamic equilibrium in insurance policies
- MULTI-PERIOD OPTIMIZATION MODEL FOR A HOUSEHOLD, AND OPTIMAL INSURANCE DESIGN(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan)
- scientific article; zbMATH DE number 5251923 (Why is no real title available?)
- An adaptive strategy for offering m-out-of-n insurance policies
- Optimal insurance under the insurer's risk constraint
This page was built for publication: An optimal insurance strategy for an individual under an intertemporal equilibrium
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q939360)
