Pages that link to "Item:Q1404155"

The following pages link to Pareto efficient insurance contracts when the insurer's cost function is discontinuous (Q1404155):

Displaying 39 items.

• Optimal risk transfers in insurance groups (Q362045) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← links)
• S-shaped narrow framing, skewness and the demand for insurance (Q2155855) (← links)
• A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
• Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
• On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
• Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
• Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
• Rearrangement inequalities in non-convex insurance models (Q2387404) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
• Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
• The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
• Pareto-optimal reinsurance under individual risk constraints (Q2682992) (← links)
• Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
• Optimal insurance under maxmin expected utility (Q2697500) (← links)
• Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility (Q5042790) (← links)
• Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
• OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551) (← links)
• Impact of Counterparty Risk on the Reinsurance Market (Q5168690) (← links)
• Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
• Arrow's Theorem of the Deductible with Heterogeneous Beliefs (Q5379205) (← links)
• A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)
• Optimal insurance contract and coverage levels under loss aversion utility preference (Q5745633) (← links)
• MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (Q5866182) (← links)
• Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
• Optimal insurance design under mean-variance preference with narrow framing (Q6072266) (← links)
• Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
• Optimal risk management with reinsurance and its counterparty risk hedging (Q6152697) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
• Pairwise counter-monotonicity (Q6171961) (← links)
• Equilibria and efficiency in a reinsurance market (Q6193112) (← links)
• Variance insurance contracts (Q6199667) (← links)
• Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)