Utility Functions
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Cites work
- scientific article; zbMATH DE number 3312403 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Equilibrium in a Reinsurance Market
- Exposition of a New Theory on the Measurement of Risk
- Risk exchange I: A unification of some existing results
- Risk exchange II: Optimal reinsurance contracts
- The pricing of options and corporate liabilities
- Theory of games and economic behavior.
Cited in
(61)- Convexifiable quadratic inequality systems: new minimax S-lemma and exact SOCPs for classes of distributionally robust optimization problems
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- Optimal reinsurance from an optimal transport perspective
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
- Borch's theorem from the perspective of comonotonicity
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Optimal management of an insurer's exposure in a competitive general insurance market
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
- Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty
- Inventory centralization with risk-averse newsvendors
- An extension of Arrow's result on optimality of a stop loss contract
- Decision principles derived from risk measures
- Pricing weather derivatives using the indifference pricing approach
- Optimal R\&D investment strategy of pollution abatement and incentive mechanism design under asymmetric information
- Investing for Retirement
- Ex-ante estate division under strong Pareto efficiency
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
- scientific article; zbMATH DE number 7033720 (Why is no real title available?)
- Optimal reinsurance under convex principles of premium calculation
- Pareto-optimal reinsurance policies with maximal synergy
- Pareto-optimal reinsurance under individual risk constraints
- On the expectation of total discounted operating costs up to default and its applications
- Piecewise SOS-convex moment optimization and applications via exact semi-definite programs
- A constraint-free approach to optimal reinsurance
- Exponential utility and ruin constraints
- Utility functions of equivalent form and the effect of parameter changes on optimum decision making
- Pareto-optimal insurance policies: the case of normal summary risk
- On functional equations stemming from actuarial mathematics
- Risk capital allocation and cooperative pricing of insurance liabilities.
- Robust optimal risk sharing and risk premia in expanding pools
- The economics of sharing macro-longevity risk
- Selecting stochastic mortality models for the Italian population
- scientific article; zbMATH DE number 4147371 (Why is no real title available?)
- Optimal reinsurance design under the moment-based premium principle: a representative reinsurer's perspective
- Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator
- A consumption and investment problem via a Markov decision processes approach with random horizon
- Multivariate portfolio choice via quantiles
- Mortality risk modeling: applications to insurance securitization
- Uncertain outcomes and climate change policy using an expo-power utility function
- Convergent lifted Lasserre hierarchy of SDPs for minimizing expectation of piecewise polynomial loss over Wasserstein balls
- A class of non-expected utility risk measures and implications for asset allocations
- Calibration of utility function
- Asymmetric Nash insurance bargaining between risk-averse parties
- Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)
- Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle"
- Risk redistribution games with dual utilities
- Utility function from maximum entropy principle
- Risk measures and insurance premium principles.
- Demand and adverse selection in a pooled annuity fund
- A benchmarking approach to optimal asset allocation for insurers and pension funds
- Pricing optimization and competition under the linear nested stochastic choice model
- Pareto-optimal risk exchange in a continuous-time economy: application to target benefit pension
- Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
- Pricing general insurance with constraints
- scientific article; zbMATH DE number 3980324 (Why is no real title available?)
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
- A numerical approach to utility functions in risk theory
- Pricing funeral (burial) insurance in a microinsurance world with emphasis on Africa
- Wang's capital allocation formula for elliptically contoured distributions.
- Pareto-optimal reinsurance with default risk and solvency regulation
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
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