21 août 2023Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information"This paper examines a #stochastic one-period #insurancemarket with incomplete information. The aggregate amount of #claims follows a...
20 juin 2023Risk Sharing in Blockchain-Based Insurance with CostsThis study examines the #riskallocation problem in distributed #insurance using #blockchaintechnology, considering different charging...
17 avr. 2023Uncertainty and Welfare in Insurance Markets"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
14 avr. 2023Bowley Insurance with Expected Utility Maximization of the PolicyholdersThis paper examines the Bowley solution in the context of #insurance contracts using the expected utility framework. Specifically, the...