Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer-Reference-Cited by-同舟云学术

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Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer

Published:2016-03-21 Issue:1 Volume:4 Page:8
ISSN:2227-9091
Container-title:Risks
language:en
Short-container-title:Risks

Author:

Amarante Massimiliano,Ghossoub Mario

Publisher

MDPI AG

Subject

Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting

Link

http://www.mdpi.com/2227-9091/4/1/8/pdf

Reference52 articles.

1. Essays in the Theory of Risk-Bearing;Arrow,1971

2. La Prévision: Ses Lois Logiques, Ses Sources Subjectives;De Finetti;Ann. l’Inst. Henri Poincaré,1937

3. The Foundations of Statistics;Savage,1972

4. Theory of Games and Economic Behavior;Von Neumann,1944

5. Risk, Uncertainty, and Profit;Knight,1921

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1. Optimal insurance for a prudent decision maker under heterogeneous beliefs;European Actuarial Journal;2022-10-28

2. Application of Choquet Integral-Fuzzy Measures for Aggregating Customers’ Satisfaction;Advances in Fuzzy Systems;2021-09-21

3. Optimal insurance with belief heterogeneity and incentive compatibility;Insurance: Mathematics and Economics;2020-05

4. Budget-constrained optimal insurance with belief heterogeneity;Insurance: Mathematics and Economics;2019-11

5. Budget-constrained optimal retention with an upper limit on the retained loss;Scandinavian Actuarial Journal;2019-08-29

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