Pareto-optimal insurance contracts with premium budget and minimum charge constraints
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DOI: 10.1016/j.insmatheco.2020.08.001
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Cited by:
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- Chi, Yichun & Zhou, Xun Yu & Zhuang, Sheng Chao, 2024. "Variance insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 62-82.
- Cheung, Ka Chun & He, Wanting & Wang, He, 2023. "Multi-constrained optimal reinsurance model from the duality perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 199-214.
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More about this item
Keywords
Bargaining power; Minimum charge; Optimal insurance contract design; Pareto optimality; Premium budget; Proportional Hazard Transformation; Tail Value-at-Risk; Value-at-Risk;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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