Keywords in Publications
keywordsNo. of Authors
heterogeneous beliefs 4
value-at-risk 4
asymmetric information 3
bowley reinsurance 3
distortion risk measure 3
general premium principle 3
optimal insurance 3
optimal reinsurance 3
risk management 3
bowley optima 2
choquet pricing 2
economic growth 2
environment-specific layer indemnities 2
mortality forecasting 2
multiple risk environments 2
pareto efficiency 2
stackelberg equilibria 2
subgame perfect nash equilibria 2
tail value-at-risk 2
affordability 1
aitchison geometry 1
ambiguity 1
annuity pricing 1
asymmetric nash bargaining solution 1
aumann–shapley value 1
backward-forward optimization 1
bayesian nash equilibrium 1
bowley optimality 1
budget constraint 1
calculus of variations 1
capital allocation 1
capital asset pricing model 1
combined ratio 1
common mortality trend 1
comonotone market 1
comonotonic additivity 1
comonotonicity 1
competition 1
competition constraint 1
competitive equilibria 1
competitive insurance markets 1
competitive markets 1
contract design 1
convex and concave demand functions 1
convex risk measures 1
cooperative bargaining 1
cooperative game theory 1
cost-of-capital 1
counterparty risk 1
cyber insurance 1
cybersecurity 1
deductible function 1
default risk 1
defined benefit 1
deviation measures 1
disaster relief fund 1
distortion premium principle 1
distortion risk measures 1
distributed decision making 1
dual utilities 1
dual utility 1
dynamic bargaining 1
dynamic capital allocation 1
dynamic risk management 1
euler rule 1
expected shortfall 1
expected utility 1
exposure constraints 1
finite-time differential game 1
forecasting 1
fuzzy core 1
game theory 1
gender of decision maker 1
gluevar 1
heterogeneous preferences 1
incentive compatibility 1
incentive-compatibility condition 1
incomplete information 1
individual rationality 1
insurance 1
insurance contract theory 1
insurance duopoly 1
insurance market competition 1
intergenerational risk sharing 1
inverse-s shaped distortion function 1
investment 1
isometric logratio 1
l2 distance 1
lambda-value-at-risk 1
layer-reinsurance 1
li-lee model 1
liability constraints 1
limited liability 1
longevity risk 1
marginal indemnity function 1
market games 1
maxmin expected utility 1
mean conditional value-at-risk 1
mean-deviation measures 1
mean-variance optimization 1
model uncertainty 1
monotonicity 1
mortality 1
mortality modeling 1
multiple lines of business 1
multiple policyholders 1
multiple populations 1
multiple priors 1
multiple reinsurers 1
nash bargaining 1
nash equilibria 1
nash equilibrium 1
natural hedge potential 1
network 1
no-trade 1
non-cooperative bargaining 1
non-cooperative game theory 1
non-differentiability 1
open- and closed-loop equilibrium 1
open-loop nash equilibrium 1
optimal reinsurance contract 1
optimal reinsurance design 1
pareto optimal insurance 1
pareto optimal risk sharing 1
pareto optimality 1
pareto-optimal insurance 1
pareto-optimality 1
partial equilibrium 1
pension funds 1
premium constraint 1
premium cycles 1
premium subsidy 1
premiums 1
pricing kernel 1
probability distortion 1
proportional insurance 1
proportional rule 1
rank-dependent expected utility 1
rank-dependent utilities 1
rationing 1
recovery rules 1
regulation 1
reinsurance 1
reinsurance bargaining 1
representative reinsurer 1
retirement expenditure 1
risk capital allocation 1
risk measure 1
risk measures 1
risk redistribution 1
risk sharing 1
risk-sharing games 1
robust decision-making 1
robust distortion risk measure 1
robustness 1
simplex 1
simulation 1
solvency capital requirement 1
solvency ii 1
solvency ratio 1
solvency regulation 1
sparse group lasso 1
spatial lag model 1
spatial–temporal weights 1
stackelberg equilibrium 1
stochastic claims 1
stop-loss 1
stop-loss indemnities 1
strategically chosen risk aversion 1
subjective probability 1
text analysis 1
vajda condition 1
value-at-risk (var) 1
wasserstein distance 1
τ-value 1
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