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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Insurance / Mathematics & economics"
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45
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ECONIS (ZBW)
45
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1
Comparing utility derivative premia under additive and multiplicative risks
Heinzel, Christoph
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 23-40
Persistent link: https://www.econbiz.de/10014316660
Saved in:
2
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
3
Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Liang, Xiaoqing
;
Wang, Ruodu
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 35-59
Persistent link: https://www.econbiz.de/10013264935
Saved in:
4
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
5
How do changes in risk and risk aversion affect self-protection with Selden/Kreps : Porteus preferences?
Wang, Jianli
;
Wang, Hongxia
;
Yick, Ho Yin
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012105352
Saved in:
6
Concave/convex weighting and utility functions for risk : a new light on classical theorems
Wakker, Peter P.
;
Yang, Jingni
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 429-435
Persistent link: https://www.econbiz.de/10012622403
Saved in:
7
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
Ghossoub, Mario
;
He, Xue Dong
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 6-22
Persistent link: https://www.econbiz.de/10012793906
Saved in:
8
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
9
Reinsurance of multiple risks with generic dependence structures
Guerra, Manuel
;
Moura, Alexandra Bugalho de
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012793952
Saved in:
10
Pareto-optimal reinsurance policies with maximal synergy
Jiang, Wenjun
;
Hong, Hanping
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 185-198
Persistent link: https://www.econbiz.de/10012482847
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