Pareto efficient insurance contracts when the insurer's cost function is discontinuous
By Guillaume Carlier, Rose-Anne Dana. 2003
77 citations recorded by the source corpus.
Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/2f66354887ff31dc1fb5a41939f2245892e7c74f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In General Decision Sciences
In Management Science and Operations Research
- Chengguo Weng
- Ken Seng Tan
- Yi Zhang
- Rose-Anne Dana
- Yichun Chi
- Jun Cai
- Ka Chun Cheung
- Alexander Schied
Citations in the corpus
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (2005, methodology): “In Corollary 3.3., H consists of a unique orbit iff v is a Choquet integral with respect to a convex, continuous distortion of P (see also Carlier and Dana 2003a and Wasserman and Kadane 1992).”
- Rearrangement inequalities in non-convex insurance models (2005, unknown): “This problem appears naturally in existing models of deterministic auditing (see Picard [27], [28] and Carlier and Dana [7]).”
- Optimality of general reinsurance contracts under CTE risk measure (2011, methodology): “The promising techniques to tackle this research problem might be the rearrangement inequality and approximation method as developed by Carlier and Dana (2003) for a utility maximization model; see also Carlier and Dana (2005) and Dana and Scarsini (2007). We would leave this topic as one of the fut”