Competitive insurance market in the presence of ambiguity
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DOI: 10.1016/j.insmatheco.2011.09.001
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Citations
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Cited by:
- Belles-Sampera, Jaume & Merigó, José M. & Guillén, Montserrat & Santolino, Miguel, 2013.
"The connection between distortion risk measures and ordered weighted averaging operators,"
Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 411-420.
- Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012. "The connection between distortion risk measures and ordered weighted averaging operators," IREA Working Papers 201201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2012.
- Amarante, Massimiliano & Ghossoub, Mario & Phelps, Edmund, 2015.
"Ambiguity on the insurer’s side: The demand for insurance,"
Journal of Mathematical Economics, Elsevier, vol. 58(C), pages 61-78.
- Massimiliano AMARANTE & Mario GHOSSOUB & Edmund PHELPS, 2015. "Ambiguity on the Insurer’s Side : The Demand for Insurance," Cahiers de recherche 04-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2015. "Ambiguity on the insurer's side: the demand for insurance," Cahiers de recherche 2015-03, Universite de Montreal, Departement de sciences economiques.
- Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, vol. 4(1), pages 1-27, March.
- Mingli Zheng & Chong Wang & Chaozheng Li, 2016. "Insurance Contracts with Adverse Selection When the Insurer Has Ambiguity about the Composition of the Consumers," Annals of Economics and Finance, Society for AEF, vol. 17(1), pages 179-206, May.
- Zheng, Mingli & Wang, Chong & Li, Chaozheng, 2015. "Optimal nonlinear pricing by a monopolist with information ambiguity," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 60-66.
- Mario Ghossoub, 2016. "Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events," Risks, MDPI, vol. 4(3), pages 1-28, August.
- Ghossoub, Mario, 2019. "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 51-66.
- Arthur E. Attema & Han Bleichrodt & Olivier L'Haridon, 2018.
"Ambiguity preferences for health,"
Health Economics, John Wiley & Sons, Ltd., vol. 27(11), pages 1699-1716, November.
- Arthur E. Attema & Han Bleichrodt & Olivier L’haridon, 2018. "Ambiguity preferences for health," Post-Print halshs-01807820, HAL.
- Marek Kałuszka & Michał Krzeszowiec, 2013. "Iteracyjność składek ubezpieczeniowych w ujęciu teorii skumulowanej perspektywy i teorii nieokreśloności," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 31, pages 45-56.
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More about this item
Keywords
Ambiguity; Competitive equilibrium; Insurance market; Risk;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
Statistics
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