Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information
"This paper examines a #stochastic one-period #insurancemarket with incomplete information. The aggregate amount of #claims follows a...
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Rechercher
14 avr. 2023
Bowley Insurance with Expected Utility Maximization of the Policyholders
This paper examines the Bowley solution in the context of #insurance contracts using the expected utility framework. Specifically, the...
27 févr. 2023
A Gentle Introduction to Risk Aversion and Utility Theory
"We describe a simple model of #insurance demand that can be applied to the #propertyinsurance, #liabilityinsurance, #lifeinsurance, and...
31 janv. 2023
Blockchain Adoption and Optimal Reinsurance Design
"We study blockchain adoption in insurance-reinsurance markets. Operating costs decrease with the adoption rate, since verification and...
1 avr. 2022
New Stochastic Orders and Monotone Comparative Statics of Changes in Risk under Risk Aversion
"We ... present a simple sufficient condition for monotone comparative statics of changes in risk under risk aversion." LIRE
31 mars 2022
New Stochastic Orders and Monotone Comparative Statics of Changes in Risk under Risk Aversion
"We... apply two stochastic orders to some classic decision problems in economics and finance including a portfolio problem, two...
9 mars 2022
Insurance Monopoly and Imperfect Competition when Insurers Affect Risk
"We study insurers' behavior under monopoly and Cournot duopoly when they can affect the probability or magnitude of harm from...
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