Optimal insurance in the presence of insurer's loss limit
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- Lu, ZhiYi & Meng, LiLi & Wang, Yujin & Shen, Qingjie, 2016. "Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 92-100.
- Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang, 2020. "Variance Contracts," Papers 2008.07103, arXiv.org.
- Christopher Gaffney & Adi Ben-Israel, 2016. "A simple insurance model: optimal coverage and deductible," Annals of Operations Research, Springer, vol. 237(1), pages 263-279, February.
- Liu, Ying & Li, Xiaozhong & Liu, Yinli, 2015. "The bounds of premium and optimality of stop loss insurance under uncertain random environments," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 273-278.
- Tan, Ken Seng & Weng, Chengguo & Zhang, Yi, 2011. "Optimality of general reinsurance contracts under CTE risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 175-187, September.
- Mi Chen & Wenyuan Wang & Ruixing Ming, 2016. "Optimal Reinsurance Under General Law-Invariant Convex Risk Measure and TVaR Premium Principle," Risks, MDPI, vol. 4(4), pages 1-12, December.
- Alhassan, Abdul Latif & Biekpe, Nicholas, 2016. "Determinants of life insurance consumption in Africa," Research in International Business and Finance, Elsevier, vol. 37(C), pages 17-27.
- Chi, Yichun & Zhou, Xun Yu & Zhuang, Sheng Chao, 2024. "Variance insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 62-82.
- Chi, Yichun, 2018. "Insurance choice under third degree stochastic dominance," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 198-205.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
- Christopher Gaffney & Adi Ben-Israel, 2016. "A simple insurance model: optimal coverage and deductible," Annals of Operations Research, Springer, vol. 237(1), pages 263-279, February.
- Lu, ZhiYi & Liu, LePing & Meng, ShengWang, 2013. "Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 46-51.
- Wang, Ching-Ping & Huang, Hung-Hsi, 2016. "Optimal insurance contract under VaR and CVaR constraints," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 110-127.
- Zheng, Yanting & Cui, Wei, 2014. "Optimal reinsurance with premium constraint under distortion risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 109-120.
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Keywords
Optimal insurance Loss limit constraint Inferior good Giffen good;Statistics
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