Add to ORKGWe present the first step in a program to develop a comprehensive, unified equilibrium theory of asset and liability pricing. We give a mathematical framework for pricing insurance products in a multiperiod financial market. This framework reflects classical economic principles (like utility maximization) and generates pricing algorithms for non-hedgeable insurance risk
Traditional Expected Value and Bayesian Methods of pricing insurance products are not robust both un...
We give an extension of the Economic Premium Principle treated in Astin Bulletin, Volume 11 where on...
A model for general insurance pricing is developed which represents a stochastic generalisation of t...
We present the first step in a program to develop a comprehensive, unified equilibrium theory of ass...
We present a general approach to the pricing of products in finance and insurance in the multi-perio...
We develop a continuous-time general-equilibrium model to rationalise the dynamics of insurance pric...
Abstract. We present a general approach to the pricing of products in fi-nance and insurance in the ...
The goal of this essay is to show an insurance market equilibrium defined by an insurance product pr...
Abstract: The paper analyzes a monopolistic insurer’s pricing strategies when poten-tial customers d...
AbstractA simple parameterisation is introduced which represents the insurance market’s response to ...
This paper investigates an insurance market with adverse selection, moral hazard and across-contract...
We study the interaction between contracting and equilibrium pricing when risk- averse hedgers purch...
We consider a competitive insurance market in which agents can privately enter into multicontractual...
98 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1980.In this paper the problem of p...
We study utility indifference pricing of claim streams with intertemporal consumption and constant r...
Traditional Expected Value and Bayesian Methods of pricing insurance products are not robust both un...
We give an extension of the Economic Premium Principle treated in Astin Bulletin, Volume 11 where on...
A model for general insurance pricing is developed which represents a stochastic generalisation of t...
We present the first step in a program to develop a comprehensive, unified equilibrium theory of ass...
We present a general approach to the pricing of products in finance and insurance in the multi-perio...
We develop a continuous-time general-equilibrium model to rationalise the dynamics of insurance pric...
Abstract. We present a general approach to the pricing of products in fi-nance and insurance in the ...
The goal of this essay is to show an insurance market equilibrium defined by an insurance product pr...
Abstract: The paper analyzes a monopolistic insurer’s pricing strategies when poten-tial customers d...
AbstractA simple parameterisation is introduced which represents the insurance market’s response to ...
This paper investigates an insurance market with adverse selection, moral hazard and across-contract...
We study the interaction between contracting and equilibrium pricing when risk- averse hedgers purch...
We consider a competitive insurance market in which agents can privately enter into multicontractual...
98 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1980.In this paper the problem of p...
We study utility indifference pricing of claim streams with intertemporal consumption and constant r...
Traditional Expected Value and Bayesian Methods of pricing insurance products are not robust both un...
We give an extension of the Economic Premium Principle treated in Astin Bulletin, Volume 11 where on...
A model for general insurance pricing is developed which represents a stochastic generalisation of t...