4 papers
Optimal Insurance Menu Design under the Expected-Value Premium Principle
Xia Han, Bin Li
This paper studies optimal insurance design under asymmetric information in a Stackelberg framework, where a monopolistic insurer faces uncertainty about both the insured's risk at…
Pareto-optimal reinsurance under dependence uncertainty
Tim J. Boonen, Xia Han, Peng Liu +1
This paper studies Pareto-optimal reinsurance design in a monopolistic market with multiple primary insurers and a single reinsurer, all with heterogeneous risk preferences. The ri…
Optimal insurance design with Lambda-Value-at-Risk
Tim J. Boonen, Yuyu Chen, Xia Han +1
This paper explores optimal insurance solutions based on the Lambda-Value-at-Risk ($Λ\VaR$). If the expected value premium principle is used, our findings confirm that, similar to…
Optimal insurance with mean-deviation measures
Tim J. Boonen, Xia Han
This paper studies an optimal insurance contracting problem in which the preferences of the decision maker given by the sum of the expected loss and a convex, increasing function o…