On the Existence of a Representative Reinsurer under Heterogeneous Beliefs-Reference-Cited by-同舟云学术

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On the Existence of a Representative Reinsurer under Heterogeneous Beliefs

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Boonen Tim J.,Ghossoub Mario

Publisher

Elsevier BV

Reference33 articles.

1. Uncertainty and the welfare economics of medical care;K J Arrow;American Economic Review,1963

2. Optimal risk transfer under quantile-based risk measurers;A V Asimit;Insurance: Mathematics and Economics,2013

3. On optimal reinsurance policy with distortion risk measures and premiums;H Assa;Insurance: Mathematics and Economics,2015

4. Optimal insurance design under rankdependent expected utility;C Bernard;Mathematical Finance,2015

5. Optimal reinsurance with heterogeneous reference probabilities;T J Boonen;Risks,2016

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal insurance under rank-dependent expected utility;Insurance: Mathematics and Economics;2019-07

2. Optimal Insurance Under Rank-Dependent Expected Utility;SSRN Electronic Journal;2018

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