Pages that link to "Item:Q5175226"

The following pages link to OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226):

Displaying 50 items.

• Optimal lottery (Q478108) (← links)
• Optimal retirement income tontines (Q495455) (← links)
• Diversification preferences in the theory of choice (Q524890) (← links)
• Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
• Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
• Optimal insurance design with a bonus (Q1681091) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Bipolar behavior of submodular, law-invariant capacities (Q2076039) (← links)
• Insurance with heterogeneous preferences (Q2092781) (← links)
• Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
• Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
• Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Optimal insurance contract specification in the upstream sector of the oil and gas industry (Q2239920) (← links)
• On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
• A Bowley solution with limited ceded risk for a monopolistic reinsurer (Q2306102) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
• The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility (Q2336900) (← links)
• Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
• Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
• Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• Return smoothing in life insurance from a client perspective (Q2665845) (← links)
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
• Regret-based optimal insurance design (Q2670106) (← links)
• Optimal health insurance with constraints under utility of health, wealth and income (Q2673376) (← links)
• The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
• Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
• Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
• Optimal insurance under maxmin expected utility (Q2697500) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• Optimal insurance in the presence of reinsurance (Q4577192) (← links)
• ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030) (← links)
• OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES (Q4691246) (← links)
• Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
• Quantile-Based Risk Sharing (Q4971388) (← links)
• Robustness in the Optimization of Risk Measures (Q5031002) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
• Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)