Pages that link to "Item:Q1916300"

The following pages link to Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts (Q1916300):

Displaying 20 items.

• Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
• An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
• Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
• A simple model of cumulative prospect theory (Q845610) (← links)
• Using Choquet integral in economics (Q1402918) (← links)
• Optimality of deductible: a characterization, with application to Yaari's dual theory (Q2125247) (← links)
• Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
• The design of equity-indexed annuities (Q2518533) (← links)
• Linear cumulative prospect theory with applications to portfolio selection and insurance demand (Q2644367) (← links)
• Designing and pricing menus of extended warranty contracts (Q3621929) (← links)
• Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory (Q4512140) (← links)
• Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
• OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
• Dynamic Portfolio Choice with Stochastic Wage and Life Insurance (Q5379156) (← links)
• Arrow's Theorem of the Deductible with Heterogeneous Beliefs (Q5379205) (← links)
• DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT (Q5419643) (← links)
• Optimal insurance contract and coverage levels under loss aversion utility preference (Q5745633) (← links)
• Optimal insurance design under mean-variance preference with narrow framing (Q6072266) (← links)