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1
Optimal incentive-compatible insurance with background
risk
Chi, Yichun
;
Ken Seng Tan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 661-688
Persistent link: https://www.econbiz.de/10012523260
Saved in:
2
Ambiguity on the insurer's side : the demand for insurance
Amarante, Massimiliano
;
Ghossoub, Mario
;
Phelps, Edmund S.
- In:
Journal of mathematical economics
58
(
2015
),
pp. 61-78
Persistent link: https://www.econbiz.de/10011573392
Saved in:
3
Ambiguity on the insurer's side : the demand for insurance
Amarante, Massimiliano
;
Ghossoub, Mario
;
Phelps, Edmund S.
-
2014
Persistent link: https://www.econbiz.de/10011379005
Saved in:
4
Optimal insurance under rank-dependent expected utility
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 51-66
Persistent link: https://www.econbiz.de/10012058906
Saved in:
5
Optimal expected utility of wealth for two dependent classes of insurance business
Gosio, Cristina
;
Lari, Ester C.
;
Ravera, Marina
- In:
Theoretical economics letters
3
(
2013
)
2
,
pp. 90-95
Persistent link: https://www.econbiz.de/10010239638
Saved in:
6
Risk
and choice : a research saga
Gollier, Christian
;
Hammitt, James K.
;
Treich, Nicolas
- In:
Journal of risk and uncertainty : JRU
47
(
2013
)
2
,
pp. 129-145
Persistent link: https://www.econbiz.de/10010222381
Saved in:
7
Risk
-constrained portfolio choice under rank-dependent utility
Ghossoub, Mario
;
Zhu, Michael Boyuan
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 399-442
Persistent link: https://www.econbiz.de/10015394804
Saved in:
8
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Saved in:
9
Mean-variance versus utility maximization revisited : the case of constant relative
risk
aversion
Kassimatis, Konstantinos
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013254548
Saved in:
10
Optimal insurance design under rank-dependent expected utility
Bernard, Carole
;
He, Xue Dong
;
Yan, Jia-an
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 154-186
Persistent link: https://www.econbiz.de/10011347236
Saved in:
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