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Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Liang, Zhihang; Zou, Jushen; Jiang, Wenjun - In: Insurance / Mathematics & economics 104 (2022), pp. 200-221
Persistent link: https://www.econbiz.de/10013264949
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Distributionally robust insurance under the Wasserstein distance
Boonen, Tim J.; Jiang, Wenjun - In: Insurance : mathematics and economics 120 (2025), pp. 61-78
Persistent link: https://www.econbiz.de/10015431886
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Compound unimodal distributions for insurance losses
Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello - In: Insurance / Mathematics & economics 81 (2018), pp. 95-107
Persistent link: https://www.econbiz.de/10011904625
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Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
Golubin, A. Y.; Gridin, V. N. - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 20-37
Persistent link: https://www.econbiz.de/10013491048
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On the optimal design of insurance contracts with the restriction of equity risk
Sun, Wujun; Dong, Dandan - In: Economic modelling 51 (2015), pp. 646-652
Persistent link: https://www.econbiz.de/10011476217
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Optimal insurance with counterparty and additive background risk
Chen, Yanhong - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 441-462
Persistent link: https://www.econbiz.de/10015055300
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Mean-variance insurance design with counterparty risk and incentive compatibility
Boonen, Tim J.; Jiang, Wenjun - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 645-667
Persistent link: https://www.econbiz.de/10013270080
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Robust insurance design with distortion risk measures
Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 316 (2024) 2, pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
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Optimal insurance contracts under distortion risk measures with ambiguity aversion
Jiang, Wenjun; Escobar, Marcos; Ren, Jiandong - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 619-646
Persistent link: https://www.econbiz.de/10012243390
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Risk measures induced by efficient insurance contracts
Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas - In: Insurance / Mathematics & economics 103 (2022), pp. 56-65
Persistent link: https://www.econbiz.de/10013198326