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Demand of insurance under the cost-of-capital premium calculation principle
Merz, Michael; Wüthrich, Mario V. - In: Risks : open access journal 2 (2014) 2, pp. 226-248
We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle for the insurance cover. This risk-adjusted premium...
Persistent link: https://www.econbiz.de/10010399730
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Axiomatic utility theory under risk : non-Archimedean representations and application to insurance economics
Schmidt, Ulrich - 1998
Persistent link: https://www.econbiz.de/10013278145
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Einführung in die Theorie und Praxis statischer Risikomaße
Bäuerle, Nicole; Mundt, André - In: Risikomanagement, (pp. 67-99). 2005
Persistent link: https://www.econbiz.de/10003339291
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Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni; Borgonovo, Emanuele - In: Insurance / Mathematics & economics 95 (2020), pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
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Credible risk measures with applications in actuarial sciences and finance
Pitselis, Georgios - In: Insurance / Mathematics & economics 70 (2016), pp. 373-386
Persistent link: https://www.econbiz.de/10011597330
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Optimal insurance under the insurer's VaR constraint
Zhou, Chunyang; Wu, Chongfeng - In: The Geneva risk and insurance review 34 (2009) 2, pp. 140-154
Persistent link: https://www.econbiz.de/10003943465
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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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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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The fundamental theorem of mutual insurance
Albrecht, Peter; Huggenberger, Markus - In: Insurance / Mathematics & economics 75 (2017), pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
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Risiko im Wandel : Herausforderung für die Versicherungswirtschaft
Arnold, Rolf (ed.); Berg, Marcel (ed.); Goecke, Oskar (ed.);  … - 2023
Die Absicherung von Pflegekostenrisiken: Spannungsfeld zwischen Versicherung, Staat und Solidaritätsnormen -- Risiko und Alterssicherung -- Klima- und Nachhaltigkeitsrisiken für Versicherungen -- Risikowahrnehmung durch und nach Corona: Haben sich Verständnis und Wahrnehmung von Risiken...
Persistent link: https://www.econbiz.de/10014281670