Pages that link to "Item:Q1920955"

The following pages link to Arrow's theorem on the optimality of deductibles: A stochastic dominance approach (Q1920955):

Displaying 37 items.

• A simple insurance model: optimal coverage and deductible (Q286017) (← links)
• Optimal reinsurance with multiple tranches (Q306745) (← links)
• An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
• Optimal insurance design of ambiguous risks (Q476148) (← links)
• Convex ordering for insurance preferences (Q495510) (← links)
• Excluded losses and the demand for insurance (Q629566) (← links)
• Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Arrow's theorem of the deductible and long-term care insurance (Q1672736) (← links)
• Optimal insurance design with a bonus (Q1681091) (← links)
• Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
• Introduction to the special issue in honor of Peter Wakker (Q2125238) (← links)
• Optimality of deductible: a characterization, with application to Yaari's dual theory (Q2125247) (← links)
• S-shaped narrow framing, skewness and the demand for insurance (Q2155855) (← links)
• Optimal health insurance and trade-off between health and wealth (Q2205202) (← links)
• Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
• Optimal insurance contract specification in the upstream sector of the oil and gas industry (Q2239920) (← links)
• Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← 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)
• Risk measures induced by efficient insurance contracts (Q2670123) (← links)
• Optimal health insurance with constraints under utility of health, wealth and income (Q2673376) (← links)
• THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
• A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (Q4577196) (← links)
• ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY (Q4629480) (← links)
• OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES (Q4691246) (← links)
• Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
• Nonlinearly transformed risk measures: properties and application to optimal reinsurance (Q5117678) (← links)
• OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
• Arrow's Theorem of the Deductible with Heterogeneous Beliefs (Q5379205) (← links)
• A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)
• Variance insurance contracts (Q6199667) (← links)
• Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)