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Optimal Insurance with Divergent Beliefs about Insurer Total Default Risk

Citations

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Cited by:

  1. Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2018. "Equilibrium with Monoline and Multiline Structures [Uncertainty and the welfare economics of medical care]," Review of Finance, European Finance Association, vol. 22(2), pages 595-632.
  2. 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.
  3. Eric Stephens & James Thompson, 2012. "Separation Without Mutual Exclusion in Financial Insurance," Working Papers 2012-08, University of Alberta, Department of Economics.
  4. Boonen, Tim J. & Liu, Fangda, 2022. "Insurance with heterogeneous preferences," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  5. 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.
  6. Denis-Alexandre Trottier & Van Son Lai & Anne-Sophie Charest, 2017. "CAT Bond Spreads Via HARA Utility and Nonparametric Tests," Working Papers 2017-002, Department of Research, Ipag Business School.
  7. Radoslav Raykov, 2015. "Catastrophe insurance equilibrium with correlated claims," Theory and Decision, Springer, vol. 78(1), pages 89-115, January.
  8. Zongxia Liang & Zhaojie Ren & Bin Zou, 2025. "Optimal Reinsurance under Endogenous Default and Background Risk," Papers 2501.05672, arXiv.org, revised Feb 2026.
  9. Arnaud Goussebaïle & Alexis Louaas, 2026. "Catastrophe insurance and solvency regulation," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 51(1), pages 66-92, March.
  10. 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).
  11. 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.
  12. Strauss, Jason, 2007. "Equilibrium in the Insurance Industry: Price and Probability of Insolvency," MPRA Paper 11015, University Library of Munich, Germany.
  13. Dwight Jaffee & Johan Walden, 2014. "Optimal Insurance With Costly Internal Capital," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 17(2), pages 137-161, September.
  14. Glenn W. Harrison & Jia Min Ng, 2018. "Welfare effects of insurance contract non-performance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 39-76, May.
  15. Markus Huggenberger & Peter Albrecht, 2022. "Risk pooling and solvency regulation: A policyholder's perspective," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 907-950, December.
  16. Yanyan Liu & Robert J. Myers, 2016. "The Dynamics Of Microinsurance Demand In Developing Countries Under Liquidity Constraints And Insurer Default Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(1), pages 121-138, January.
  17. Roman N. Schulze & Thomas Post, 2010. "Individual Annuity Demand Under Aggregate Mortality Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 423-449, June.
  18. Strauss, Jason, 2006. "The Impact of Price Controls on Mandatory Automobile Insurance Markets," MPRA Paper 11016, University Library of Munich, Germany.
  19. Biener, Christian & Landmann, Andreas & Santana, Maria Isabel, 2019. "Contract nonperformance risk and uncertainty in insurance markets," Journal of Public Economics, Elsevier, vol. 175(C), pages 65-83.
  20. Johannes G. Jaspersen & Richard Peter & Marc A. Ragin, 2023. "Probability weighting and insurance demand in a unified framework," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 63-109, March.
  21. Eric Stephens & James R. Thompson, 2015. "Separation Without Exclusion in Financial Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(4), pages 853-864, December.
  22. Feria-Domínguez, José Manuel & Jiménez-Rodríguez, Enrique & Sholarin, Ola, 2015. "Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 206-221.
  23. Boonen, Tim J., 2019. "Equilibrium recoveries in insurance markets with limited liability," Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 38-45.
  24. Stephens, Eric & Thompson, James R., 2014. "CDS as insurance: Leaky lifeboats in stormy seas," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 279-299.
  25. Strauss, Jason, 2007. "Price Regulation, Market Exit, and Financial Leverage of Canadian Property-Liability Insurers," MPRA Paper 11212, University Library of Munich, Germany, revised 28 Oct 2008.
  26. Yohannes Kesete & Jiazhen Peng & Yang Gao & Xiaojun Shan & Rachel A. Davidson & Linda K. Nozick & Jamie Kruse, 2014. "Modeling Insurer‐Homeowner Interactions in Managing Natural Disaster Risk," Risk Analysis, John Wiley & Sons, vol. 34(6), pages 1040-1055, June.
  27. Sebastian Hinck, 2024. "Optimal insurance contract design with government disaster relief," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 91(2), pages 415-447, June.
  28. Peter, Richard & Ying, Jie, 2020. "Do you trust your insurer? Ambiguity about contract nonperformance and optimal insurance demand," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 938-954.
  29. Enrico Biffis & Erik Chavez & Alexis Louaas & Pierre Picard, 2022. "Parametric insurance and technology adoption in developing countries," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 47(1), pages 7-44, March.
  30. repec:bge:wpaper:286 is not listed on IDEAS
  31. Soumya Ranjan Sethi & Dushyant Ashok Mahadik & Rajkiran V. Bilolikar, 2024. "Exploring Trends and Advancements in Financial Distress Prediction Research: A Bibliometric Study," International Journal of Economics and Financial Issues, Econjournals, vol. 14(1), pages 164-179, January.
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