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The Design of an Optimal Insurance Policy

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Cited by:

  1. Knut K. Aase, 2007. "Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(1), pages 239-268, March.
  2. Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin, 2022. "Stackelberg differential game for insurance under model ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 128-145.
  3. Chi, Yichun & Zhuang, Sheng Chao, 2020. "Optimal insurance with belief heterogeneity and incentive compatibility," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 104-114.
  4. Giuseppe Dari-Mattiacci & Eric Langlais, 2008. "Social Wealth and Optimal Care," Working Papers hal-04140721, HAL.
  5. Promislow, S.David & Young, Virginia R., 2005. "Unifying framework for optimal insurance," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 347-364, June.
  6. Sun, Haoze & Weng, Chengguo & Zhang, Yi, 2017. "Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 197-214.
  7. 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.
  8. Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2023. "Optimal Insurance: Dual Utility, Random Losses and Adverse Selection," ECONtribute Discussion Papers Series 242, University of Bonn and University of Cologne, Germany.
  9. Alexis Louaas & Pierre Picard, 2014. "Optimal Insurance For Catastrophic Risk: Theory And Application To Nuclear Corporate Liability," Working Papers hal-01097897, HAL.
  10. Brennan, Timothy J. & Kousky, Carolyn & Macauley, Molly K., 2009. "More Than a Wing and a Prayer: Government Indemnification of the Commercial Space Launch Industry," RFF Working Paper Series dp-09-38, Resources for the Future.
  11. Alexis Louaas & Pierre Picard, 2021. "Optimal insurance coverage of low-probability catastrophic risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(1), pages 61-88, March.
  12. Benjamin M. Gramig & Richard D. Horan & Christopher A. Wolf, 2008. "Livestock Disease Indemnity Design When Moral Hazard Is Followed by Adverse Selection," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(3), pages 627-641.
  13. Asimit, Alexandru V. & Boonen, Tim J. & Chi, Yichun & Chong, Wing Fung, 2021. "Risk sharing with multiple indemnity environments," European Journal of Operational Research, Elsevier, vol. 295(2), pages 587-603.
  14. Mathias Kifmann & Normann Lorenz, 2011. "Optimal cost reimbursement of health insurers to reduce risk selection," Health Economics, John Wiley & Sons, Ltd., vol. 20(5), pages 532-552, May.
  15. Jiazhen Peng & Xiaojun Shan & Yang Gao & Yohannes Kesete & Rachel Davidson & Linda Nozick & Jamie Kruse, 2014. "Modeling the integrated roles of insurance and retrofit in managing natural disaster risk: a multi-stakeholder perspective," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 74(2), pages 1043-1068, November.
  16. Olivier Mahul, 1998. "Vers une redéfinition du rôle de l’assurance agricole dans la gestion des risques sur récoltes," Post-Print hal-01200910, HAL.
  17. Ed Westerhout & Kees Folmer, 2007. "Co-payment systems in health care; between moral hazard and risk reduction," CPB Discussion Paper 78.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  18. Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang, 2020. "Variance Contracts," Papers 2008.07103, arXiv.org.
  19. Dana, Rose-Anne & Scarsini, Marco, 2007. "Optimal risk sharing with background risk," Journal of Economic Theory, Elsevier, vol. 133(1), pages 152-176, March.
  20. Cohen Alma, 2006. "The Disadvantages of Aggregate Deductibles," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 6(1), pages 1-28, April.
  21. Picard, Pierre, 2000. "On the Design of Optimal Insurance Policies under Manipulation of Audit Cost," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(4), pages 1049-1071, November.
  22. Lammers, Frauke & Schiller, Jörg, 2010. "Contract design and insurance fraud: An experimental investigation," FZID Discussion Papers 19-2010, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  23. Nell, Martin & Richter, Andreas, 2003. "The design of liability rules for highly risky activities--Is strict liability superior when risk allocation matters?," International Review of Law and Economics, Elsevier, vol. 23(1), pages 31-47, March.
  24. Ghossoub, Mario, 2015. "Vigilant measures of risk and the demand for contingent claims," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 27-35.
  25. Boonen, Tim J. & Liu, Fangda, 2022. "Insurance with heterogeneous preferences," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  26. Zhou, Chunyang & Wu, Chongfeng, 2008. "Optimal insurance under the insurer's risk constraint," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 992-999, June.
  27. Olivier Mahul, 1998. "Vers une redéfinition du rôle de l’assurance agricole dans la gestion des risques sur récoltes," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 49, pages 33-58.
  28. Anthropelos, Michail & Boonen, Tim J., 2020. "Nash equilibria in optimal reinsurance bargaining," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 196-205.
  29. Massimiliano Amarante & Mario Ghossoub & Edmund Phelps, 2012. "Contracting for Innovation under Knightian Uncertainty," Cahiers de recherche 18-2012, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  30. Enjolras, Geoffroy & Kast, Robert, 2007. "Using participating and financial contracts to insure catastrophe risk: Implications for crop risk management," 101st Seminar, July 5-6, 2007, Berlin Germany 9268, European Association of Agricultural Economists.
  31. Cheng-Wu Chen & Chun-Pin Tseng, 2012. "Default risk-based probabilistic decision model for risk management and control," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 63(2), pages 659-671, September.
  32. Pierre Martinon & Pierre Picard & Anasuya Raj, 2018. "On the design of optimal health insurance contracts under ex post moral hazard," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(2), pages 137-185, September.
  33. Andreas Richter, 2004. "Moderne Finanzinstrumente im Rahmen des Katastrophen-Risk-Managements — Basisrisiko versus Ausfallrisiko," Schmalenbach Journal of Business Research, Springer, vol. 56(2), pages 99-121, March.
  34. Chen Li & Xiaohu Li, 2018. "On the Optimal Risk Sharing in Reinsurance with Random Recovery Rate," Risks, MDPI, vol. 6(4), pages 1-16, October.
  35. Elisa Luciano, 1999. "A Note on Loadings and Deductibles: Can a Vicious Circle Arise?," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 1999(2), pages 157-169.
  36. Segal, Uzi & Spivak, Avia, 1990. "First order versus second order risk aversion," Journal of Economic Theory, Elsevier, vol. 51(1), pages 111-125, June.
  37. Chi, Yichun & Tan, Ken Seng & Zhuang, Sheng Chao, 2020. "A Bowley solution with limited ceded risk for a monopolistic reinsurer," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 188-201.
  38. Helge Braun & Winfried Koeniger, 2007. "On the role of market insurance in a dynamic model," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 61-90, June.
  39. Jiang, Wenjun & Hong, Hanping & Ren, Jiandong, 2021. "Pareto-optimal reinsurance policies with maximal synergy," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 185-198.
  40. Eric LANGLAIS, 2008. "On Insurance Contract Design For Low Probability Events," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(2(4)_Summ).
  41. Olivier Mahul, 1997. "The design of an optimal area yield crop insurance contract," Post-Print hal-01952129, HAL.
  42. Chi, Yichun, 2018. "Insurance choice under third degree stochastic dominance," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 198-205.
  43. Birghila, Corina & Pflug, Georg Ch., 2019. "Optimal XL-insurance under Wasserstein-type ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 30-43.
  44. Dari-Mattiacci, Giuseppe & Langlais, Eric, 2012. "Social Wealth and Optimal Care," International Review of Law and Economics, Elsevier, vol. 32(2), pages 271-284.
  45. Guillaume Carlier & Rose-Anne Dana, 2003. "Pareto efficient insurance contracts when the insurer's cost function is discontinuous," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 871-893, June.
  46. Justina Klimaviciute & Pierre Pestieau, 2020. "Insurance with a deductible: a way out of the long term care insurance puzzle," Journal of Economics, Springer, vol. 130(3), pages 297-307, August.
  47. Christian Gollier, 2014. "Optimal insurance design of ambiguous risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 555-576, November.
  48. Zhou, Chunyang & Wu, Chongfeng & Zhang, Shengping & Huang, Xuejun, 2008. "An optimal insurance strategy for an individual under an intertemporal equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 255-260, February.
  49. Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2020. "Optimal Insurance under Maxmin Expected Utility," Papers 2010.07383, arXiv.org.
  50. Cheng-Wu Chen & Kevin Liu & Chun-Pin Tseng & Wen-Ko Hsu & Wei-Ling Chiang, 2012. "Hazard management and risk design by optimal statistical analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 64(2), pages 1707-1716, November.
  51. Carole Bernard & Weidong Tian, 2010. "Insurance Market Effects of Risk Management Metrics," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 35(1), pages 47-80, June.
  52. Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
  53. Langlais, Eric, 2010. "Safety and the Allocation of Costs in Large Accidents," MPRA Paper 25710, University Library of Munich, Germany.
  54. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
  55. Sun, Wujun & Dong, Dandan, 2015. "On the optimal design of insurance contracts with the restriction of equity risk," Economic Modelling, Elsevier, vol. 51(C), pages 646-652.
  56. Malamud, Semyon & Rui, Huaxia & Whinston, Andrew, 2016. "Optimal reinsurance with multiple tranches," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 71-82.
  57. Ching-Ping Wang & David Shyu & Hung-Hsi Huang, 2005. "Optimal Insurance Design Under a Value-at-Risk Framework," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 30(2), pages 161-179, December.
  58. Chew, Soo Hong & Epstein, Larry G. & Zilcha, Itzhak, 1988. "A correspondence theorem between expected utility and smooth utility," Journal of Economic Theory, Elsevier, vol. 46(1), pages 186-193, October.
  59. M. Mercè Claramunt & Maite Mármol & Xavier Varea, 2023. "Facing a Risk: To Insure or Not to Insure—An Analysis with the Constant Relative Risk Aversion Utility Function," Mathematics, MDPI, vol. 11(5), pages 1-13, February.
  60. Cummins, J David & Mahul, Olivier, 2003. "Optimal Insurance with Divergent Beliefs about Insurer Total Default Risk," Journal of Risk and Uncertainty, Springer, vol. 27(2), pages 121-138, October.
  61. Henri Loubergé, 1998. "Risk and Insurance Economics 25 Years After," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 23(4), pages 540-567, October.
  62. Giuseppe Dari-Mattiacci & Eric Langlais, 2008. "Social Wealth and Optimal Care," EconomiX Working Papers 2008-34, University of Paris Nanterre, EconomiX.
  63. Carl Davidson & Stephen A. Woodbury, 1997. "The Optimal Dole with Risk Aversion, Job Destruction, and Worker Heterogeneity," Upjohn Working Papers 97-47, W.E. Upjohn Institute for Employment Research.
  64. Béatrice Rey, 2003. "A Note on Optimal Insurance in the presence of a Nonpecuniary Background Risk," Theory and Decision, Springer, vol. 54(1), pages 73-83, February.
  65. Alexis Louaas & Pierre Picard, 2018. "Optimal insurance coverage of low probability-high severity risks," Working Papers hal-01924408, HAL.
  66. Johanna Etner & Sandrine Spaeter, 2010. "The impact of ambiguity on health prevention and insurance," Working Papers of BETA 2010-08, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  67. Li, Yongwu & Xu, Zuo Quan, 2017. "Optimal insurance design with a bonus," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 111-118.
  68. Ghossoub, Mario, 2010. "Belief heterogeneity in the Arrow-Borch-Raviv insurance model," MPRA Paper 37630, University Library of Munich, Germany, revised 22 Mar 2012.
  69. Wildermuth, Andreas, 1999. "What kind of crop insurance for Russia?," IAMO Discussion Papers 20, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
  70. Xu, Wei & Odening, Martin & Musshoff, Oliver, 2008. "Optimal Design of Weather Bonds," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6781, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  71. Bender, Klaus & Richter, Andreas, 2002. "Optimales Vertragsdesign bei moralischem Risiko in der Rückversicherung," Working Papers on Risk and Insurance 9, University of Hamburg, Institute for Risk and Insurance.
  72. Fan-chin Kung & Haiyong Liu, 2019. "Underinsurance Caused by Uninsurable Losses in the Public Goods and Personal Assets," Review of Economics & Finance, Better Advances Press, Canada, vol. 15, pages 14-22, February.
  73. Karine Darjinoff & François Pannequin, 2000. "Demande d'assurance : Faut-il abandonner le critère de l'espérance d'utilité ?," Post-Print halshs-03723901, HAL.
  74. Eric Langlais, 2008. "On insurance contract design for low probability events," Working Papers hal-04140722, HAL.
  75. Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2022. "On the optimal management of counterparty risk in reinsurance contracts," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 374-394.
  76. Zhou, Chunyang & Wu, Wenfeng & Wu, Chongfeng, 2010. "Optimal insurance in the presence of insurer's loss limit," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 300-307, April.
  77. 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.
  78. Kaluszka, Marek, 2004. "An extension of Arrow's result on optimality of a stop loss contract," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 527-536, December.
  79. Hung-Hsi Huang, 2006. "Optimal insurance contract under a value-at-risk constraint," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(2), pages 91-110, December.
  80. Wang, Qiuqi & Wang, Ruodu & Zitikis, Ričardas, 2022. "Risk measures induced by efficient insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 56-65.
  81. Ekaterina Panttser & Weidong Tian, 2013. "A Welfare Analysis of Capital Insurance," Risks, MDPI, vol. 1(2), pages 1-24, September.
  82. Jiakun Zheng, 2020. "Optimal insurance design under narrow framing," Post-Print hal-04227370, HAL.
  83. Y.M. Ermoliev & S.D. Flam, 2000. "Finding Pareto Optimal Insurance Contracts," Working Papers ir00033, International Institute for Applied Systems Analysis.
  84. Rachel J. Huang & Larry Y. Tzeng, 2006. "The design of an optimal insurance contract for irreplaceable commodities," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 11-21, July.
  85. 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.
  86. Lee, Hangsuck & Lee, Minha & Hong, Jimin, 2022. "Optimal insurance under moral hazard in loss reduction," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  87. Tridib Bandyopadhyay & Vijay Mookerjee, 2019. "A model to analyze the challenge of using cyber insurance," Information Systems Frontiers, Springer, vol. 21(2), pages 301-325, April.
  88. Olivier Mahul, 1999. "Optimal insurance against climatic experience," Working Papers hal-01952115, HAL.
  89. Bakker, Frank M. & van Vliet, Rene C. J. A. & van de Ven, Wynand P. M. M., 2000. "Deductibles in health insurance: can the actuarially fair premium reduction exceed the deductible?," Health Policy, Elsevier, vol. 53(2), pages 123-141, September.
  90. Hennessy, David A. & Saak, Alexander E. & Babcock, Bruce A., 2003. "Fair Value Of Whole-Farm And Crop-Specific Revenue Insurance," 2003 Annual meeting, July 27-30, Montreal, Canada 21988, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  91. Torraca, Ana Patrícia & Fanzeres, Bruno, 2021. "Optimal insurance contract specification in the upstream sector of the oil and gas industry," European Journal of Operational Research, Elsevier, vol. 295(2), pages 718-732.
  92. Neil A. Doherty & Christian Laux & Alexander Muermann, 2015. "Insuring Nonverifiable Losses," Review of Finance, European Finance Association, vol. 19(1), pages 283-316.
  93. Sjur Didrik Flåm, 2004. "Social Insurance of Short Spell Sickness," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 30, pages 79-90.
  94. Michael Breuer, 2005. "Multiple Losses, EX ANTE Moral Hazard, and the Implications for Umbrella Policies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(4), pages 525-538, December.
  95. Li, Wenyuan & Tan, Ken Seng & Wei, Pengyu, 2021. "Demand for non-life insurance under habit formation," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 38-54.
  96. Zheng, Jiakun, 2020. "Optimal insurance design under narrow framing," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 596-607.
  97. André Schmitt & Sandrine Spaeter, 2004. "Insurance and Financial Hedging of Oil Pollution Risks," Working Papers of LaRGE Research Center 2004-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  98. Geoffroy Enjolras & Robert Kast, 2012. "Combining participating insurance and financial policies," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 72(1), pages 156-178, May.
  99. Carole Bernard & Shaolin Ji & Weidong Tian, 2013. "An optimal insurance design problem under Knightian uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 99-124, November.
  100. Chi, Yichun & Liu, Fangda, 2017. "Optimal insurance design in the presence of exclusion clauses," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 185-195.
  101. Alexis Louaas and Pierre Picard, 2022. "Optimal Nuclear Liability Insurance," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  102. Hanewald, Katja & Piggott, John & Sherris, Michael, 2013. "Individual post-retirement longevity risk management under systematic mortality risk," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 87-97.
  103. 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.
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  130. Chi, Yichun & Zhuang, Sheng Chao, 2022. "Regret-based optimal insurance design," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 22-41.
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  134. Rachel J. Huang & Larry Y. Tzeng, 2007. "Optimal Tax Deductions for Net Losses Under Private Insurance With an Upper Limit," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(4), pages 883-893, December.
  135. Arian Cani & Stefan Thonhauser, 2017. "An optimal reinsurance problem in the Cramér–Lundberg model," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(2), pages 179-205, April.
  136. 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.
  137. Tridib Bandyopadhyay & Vijay Mookerjee, 0. "A model to analyze the challenge of using cyber insurance," Information Systems Frontiers, Springer, vol. 0, pages 1-25.
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