On The Optimality Of A Straight Deductible Under Belief Heterogeneity
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- Liang, Xiaoqing & Jiang, Wenjun & Zhang, Yiying, 2023. "Optimal insurance design under mean-variance preference with narrow framing," Insurance: Mathematics and Economics, Elsevier, vol. 112(C), pages 59-79.
- Chi, Yichun & Zhuang, Sheng Chao, 2020. "Optimal insurance with belief heterogeneity and incentive compatibility," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 104-114.
- Chi, Yichun & Hu, Tao & Huang, Yuxia, 2023. "Optimal risk management with reinsurance and its counterparty risk hedging," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 274-292.
- Asimit, Alexandru V. & Cheung, Ka Chun & Chong, Wing Fung & Hu, Junlei, 2020. "Pareto-optimal insurance contracts with premium budget and minimum charge constraints," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 17-27.
- Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang, 2020. "Variance Contracts," Papers 2008.07103, arXiv.org.
- Liebrich, Felix-Benedikt, 2024. "Are reference measures of law-invariant functionals unique?," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 129-141.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance with belief heterogeneity," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 79-91.
- Chi, Yichun & Zhou, Xun Yu & Zhuang, Sheng Chao, 2024. "Variance insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 62-82.
- Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2023. "Optimal insurance under maxmin expected utility," Finance and Stochastics, Springer, vol. 27(2), pages 467-501, April.
- Éric Vansteenberghe, 2024. "Insurance Supervision under Climate Change: A Pioneers Detection Method [La supervision des assurances lorsque le climat est bouleversé : une Méthode de Détection des Pionniers]," Débats économiques et financiers 43, Banque de France.
- Felix-Benedikt Liebrich, 2024. "Risk sharing under heterogeneous beliefs without convexity," Finance and Stochastics, Springer, vol. 28(4), pages 999-1033, October.
- Boonen, Tim J. & Jiang, Wenjun, 2024. "Robust insurance design with distortion risk measures," European Journal of Operational Research, Elsevier, vol. 316(2), pages 694-706.
- Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2020. "Optimal Insurance under Maxmin Expected Utility," Papers 2010.07383, arXiv.org.
- Peng Liu & Andreas Tsanakas & Yunran Wei, 2024. "Risk sharing with Lambda value at risk under heterogeneous beliefs," Papers 2408.03147, arXiv.org, revised Sep 2024.
- Ghossoub, Mario & Jiang, Wenjun & Ren, Jiandong, 2022. "Pareto-optimal reinsurance under individual risk constraints," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 307-325.
- Boonen, Tim J. & Ghossoub, Mario, 2019. "On the existence of a representative reinsurer under heterogeneous beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 209-225.
- Hangsuck Lee & Minha Lee & Jimin Hong, 2024. "Optimal insurance for repetitive natural disasters under moral hazard," Journal of Economics, Springer, vol. 143(3), pages 247-277, December.
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