Of happy and hapless regulators: the asymptotics of ruin
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- Michael Rothschild & Joseph Stiglitz, 1976. "Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 90(4), pages 629-649.
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- Albrecht, Peter & Huggenberger, Markus, 2017. "The fundamental theorem of mutual insurance," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 180-188.
- R. Gerrard & A. Tsanakas, 2011. "Failure Probability Under Parameter Uncertainty," Risk Analysis, John Wiley & Sons, vol. 31(5), pages 727-744, May.
- Debora Zaparova & Sandrine Spaeter, 2019. "Risk pooling and ruin probability, or why high risks are not bad risks," Working Papers of BETA 2019-33, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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