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The optimal insurance under disappointment theories

  • Published:2015-09 Issue: Volume:64 Page:77-90
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Cheung K.C.,Chong W.F.ORCID,Yam S.C.P.

Funder

Research Grants Council of the Hong Kong Special Administrative Region, China

Society of Actuaries

Hong Kong RGC GRF

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference45 articles.

1. Le comportement de l’homme rationel devant le risque: Critique des postulats et axioms de l’ecole americaine;Allais;Econometrica,1953

2. Optimal insurance and generalized deductibles;Arrow;Scand. Actuar. J.,1974

3. Optimal reinsurance with general risk measures;Balbás;Insurance Math. Econom.,2009

4. Disappointment in decision making under uncertainty;Bell;Oper. Res.,1985

5. Optimal insurance design under rank-dependent expected utility;Bernard;Math. Finance,2013

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