Ambiguity and insurance: capital requirements andpremiums
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References listed on IDEAS
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More about this item
Keywordsambiguity; ambiguity aversion; ambiguity load; capital requirement; catastrophe risk; insolvency; insurance; more ambiguous; reinsurance; ruin; uncertainty; Solvency II;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-12-11 (All new papers)
- NEP-CTA-2016-12-11 (Contract Theory & Applications)
- NEP-IAS-2016-12-11 (Insurance Economics)
- NEP-MIC-2016-12-11 (Microeconomics)
- NEP-RMG-2016-12-11 (Risk Management)
- NEP-UPT-2016-12-11 (Utility Models & Prospect Theory)
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