Optimal insurance under Wang’s premium principle
Tài liệu tham khảo
Borch, K., 1968. The Economics of Uncertainty. Princeton University Press, Princeton, NJ.
Denneberg, D., 1994. Non-Additive Measure and Integral, Kluwer, Academic Publishers, Dordrecht.
Deprez, 1985, On convex principles of premium calculation, Insurance: Mathematics & Economics, 4, 179, 10.1016/0167-6687(85)90014-9
Pratt, 1964, Risk aversion in the small and in the large, Econometrica, 32, 122, 10.2307/1913738
Quiggin, 1985, Anticipated utility, subjectively weighted utility and the Allais paradox, Organisational Behavior and Human Performance, 35, 94, 10.1016/0749-5978(85)90046-9
Smith, 1968, Optimal insurance coverage, Journal of Political Economy, 76, 68, 10.1086/259382
von Neumann, J., Morgenstern, O., 1944. Theory of Games and Economic Behavior. Princeton University Press, Princeton, NJ.
Wang, 1996, Premium calculation by transforming the layer premium density, ASTIN Bulletin, 26, 71, 10.2143/AST.26.1.563234
Wang, 1997, Axiomatic characterization of insurance prices, Insurance: Mathematics & Economics, 21, 173, 10.1016/S0167-6687(97)00031-0
Wang, S., Dhaene, J., 1998. Comonotonicity, correlation order and premium principles. Insurance: Mathematics & Economics, to appear.
Yaari, 1987, The dual theory of choice under risk, Econometrica, 55, 95, 10.2307/1911158
Young, 1997, Explaining insurance policy provisions via adverse selection, Geneva Papers on Risk and Insurance Theory, 22, 121, 10.1023/A:1008616117296