Finding Pareto Optimal Insurance Contracts
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Other versions of this item:
- Y.M. Ermoliev & S.D. Flam, 2000. "Finding Pareto Optimal Insurance Contracts," Working Papers ir00033, International Institute for Applied Systems Analysis.
References listed on IDEAS
- Doherty, Neil A & Schlesinger, Harris, 1983. "Optimal Insurance in Incomplete Markets," Journal of Political Economy, University of Chicago Press, vol. 91(6), pages 1045-1054, December.
- Ermoliev, Yuri M. & Norkin, Vladimir I., 1997. "On nonsmooth and discontinuous problems of stochastic systems optimization," European Journal of Operational Research, Elsevier, vol. 101(2), pages 230-244, September.
- Kenneth A. Froot, 1999. "The Financing of Catastrophe Risk," NBER Books, National Bureau of Economic Research, Inc, number froo99-1.
- Froot, Kenneth A. (ed.), 1999. "The Financing of Catastrophe Risk," National Bureau of Economic Research Books, University of Chicago Press, number 9780226266237, August.
- MOSSIN, Jan, 1968. "Aspects of rational insurance purchasing," LIDAM Reprints CORE 23, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Raviv, Artur, 1979. "The Design of an Optimal Insurance Policy," American Economic Review, American Economic Association, vol. 69(1), pages 84-96, March.
Citations
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Cited by:
- Ching-Ping Wang & Hung-Hsi Huang, 2012. "Optimal insurance contract and coverage levels under loss aversion utility preference," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1615-1628, October.
- Pincheira, Pablo & Zeuli, Kimberly A., 2005.
"Cooperative and Area Yield Insurance: A Theoretical Analysis,"
2005 Annual Meeting, November 8-9
31822, NCERA-194 Research on Cooperatives.
- Pincheira, Pablo & Zeuli, Kimberly, 2007. "Cooperatives and Area Yield Insurance:A Theoretical Analysis," MPRA Paper 6174, University Library of Munich, Germany.
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More about this item
Keywords
INSURANCE ; CONTRACTS ; RISK;All these keywords.
JEL classification:
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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